11-022/2 - CDOs and the Financial Crisis: Credit Ratings and Fair Premia

  • Author
    Marcin Wojtowicz, VU University Amsterdam
  • Publication date
    February 4, 2011
  • Keywords
    Collateralized debt obligations, Credit ratings, Fair premia, Structured finance, Rating agencies
  • JEL
    C52, G01, G11
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