Moody's Investors Service has revised its expected loss assumptions for structured finance collateralized debt obligations holding 2006 vintage subprime residential mortgage-backed securities due to expectations that the performance of the latter asset class will continue to deteriorate. The rating agency said it would "apply the revised loss assumptions and revise specific CDO ratings within the coming weeks." Moody's can be found online at http://www.moodys.com.
Subprime RMBS SF CDO Assumptions Revised
February 04, 2008, 2:00 p.m. EST 1 Min Read
