Hi All,Can you kindly refer me to a site/paper(downloadable of course!) where I can find out exactly how a ABS/MBS is structured. Basically I am looking for a "How to" do a securitization information.Thanks in advance.

<t>IF it is possible you can run the logit in SAS. Where among the various tests one of the tests try tp tests the hypothesis that all estimates other than the intercept are zero. You can do a seperate hypothesis testing also.Besides in your existing exercise you can transform the input variables. A...

<t>Risk Calc(by Moody's ) uses financial statement information and builds a probit model. The output of the probit model is then mapped to actual default probabilities as observed in the portfolio.Would the output of this whole exercise be very significantly different if instead of Probit model a Lo...

Hi ,Can anyone help me by pointing out some links/books/article where , How Options Pricing MEthodology(Merton's) has been used to determine the Credit Limit/maximum Exposure to a client?