The Structured Credit group consists of analysts with a wide range of Standard & Poor's experience in structured credit areas – such as cash flow CDOs and credit derivatives, to name a few. Our analytical approach typically involves a multi-disciplinary framework, drawing from our knowledge in both quantitative and qualitative credit review while proactively using the credit and performance data available in Standard & Poor's corporate ratings and other analytical areas.
Over the years, we have analyzed a broad spectrum of assets and structures, including:
Collateralized loan obligations backed by corporate loans
Credit derivatives and synthetic CDOs
Market value structures on corporate loans, treasuries, agency bonds and structured finance assets
Structured credit operating companies, such as derivative product companies
Securitization of aircraft, small business loans and other assets that generally can be viewed as non-standard; and
Catastrophe bonds.
Thought Leadership
Teleconference Replay: Update to Global Methodologies and Assumptions for Corporate Cash Flow and Synthetic CDOs Date: Sept. 21, 2009 Speaker: Henry Albulescu, Global Criteria Officer - Structured Credit
To hear this teleconference replay, please click here.
