Structured Credit Rating Dynamics

One rating does not fully capture credit quality or value in structured securities. The credit safety evolves over time eventually telescoping (above the first loss level) to AAA, absent gross negligence and misrepresentation.

 

[If the Ratings Explorer applet does not appear below, click here to download the Java Runtime Environment.]


Suggested Inputs into Deal Toy

Waterfall Editor

Are your deals correctly scripted? 80% of rated deals reviewed by R&R are not.

ABSTRAK®

Intrinsic value metrics on structured securities in real time.

PIT Rankings

Web-based "nearest neighbor" security search & ranking engine.

The R&R Team
Ann Rutledge Sylvain Raynes David Abitbol Iuliia Palamar Dennis Toth Lynn Exton Emily Seftel Andre Vaternam Stacy Mosher Jeremy S. Taylor