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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/scribd/?item_id=520613&filepath=/files/docs/historical/fct/fcic/fcic_docs_moodys_financedefault_20100602.pdf&start_page=1, accessed on October 19, 2017.

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