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Moody's Revisits its Assumptions Regarding Structured Finance Default (and Asset) Correlations for CDOs

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Moody's Investors Service. Moody's Revisits its Assumptions Regarding Structured Finance Default (and Asset) Correlations for CDOs, Financial Crisis Inquiry Commission : Documents Relating to the Financial Crisis of 2007-2009. https://fraser.stlouisfed.org/archival/4967/item/520613, accessed on August 19, 2018.

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Federal Reserve Bank of St. Louis, One Federal Reserve Bank Plaza, St. Louis, MO 63102