Serving the Quantitative Finance Community

Search found 2 matches

by guamboy76
March 7th, 2007, 9:28 pm
Forum: General Forum
Topic: CDO Ratings Transitions
Replies: 4
Views: 77926

CDO Ratings Transitions

Does anyone have information in regards to creating or where i can look to obtain a transition matrix for all asset classes (i,e, Corp credit, bank loans, CDO tranches)?
by guamboy76
November 20th, 2006, 3:39 pm
Forum: General Forum
Topic: Know of good quant tools for managing CDO collateral?
Replies: 7
Views: 145484

Know of good quant tools for managing CDO collateral?

We have used WSA, WSO and Intex is a variety of exercises - the best third party product out there in my opinion would be Intex with WSA a close second.