CSC Fixed Point Rating Scale

Rating-ΔBP
Aaa0.025
Aa10.250
Aa21.000
Aa32.500
A15.000
A29.000
A315.000
Baa123.000
Baa233.000
Baa350.000
Ba167.000
Ba2100.000
Ba3150.000
B1200.000
B2275.000
B3450.000
Caa1000.000
Ca5000.000

Rating Tools

ABSTRAK®

Our secondary market performance monitoring engine fully reflects the forward-looking risk and value of ABS tranches using pool- or loan-level trustee data.

 

Key outputs:

  • Cash flow Fair Value
  • CDS spreads
  • Credit Duration and Convexity Updated 12-month and Lifetime Expected Loss.

Please read our ABSTRAK(R)® Privacy Policy

The Waterfall Editor©

Primary market structuring and valuation engine available online, locally installed or on the Cloud.

 

Visual, flexible, easy to clone and debug, WFE© comes with a transaction wizard and a large library of existing structures readily adapted to build new features and deals.

 

If you previously interned or studied with us, contact us about being a Beta User.

CreditMark(t)

A scoring system that refine the risk measures produced in securitization structuring.

 

The same scoring system can be used to re-price assets retained on the balance sheet or as a pricing benchmark in third party sales.

 

Credit scores enhance risk precision. By substituting information for capital-at-risk, Credit Spectrum credit metrics promote capital renewability.