QUERY Evaluating Financial Risk (SD6527)

[SDMAIL Jean-Jacques Laublé]

Posted by  Jean-Jacques Laublé <jean-jacques.lauble at wanadoo.fr>

Hi everybody

I have recently read that a fund rated by one of the rating company 
I think it was Standard and Poors as AAA had in one week been lowered 
to CCC, that means from an extremely high rating ratio to an extremely 
low one.  

What happened? I went to the Standard and Poors web Site: 

http://www.standardandpoors.com 

and chose to study the pdf file named 'quantitative modeling 
approach to rating index CPDO Structures'. 

It showed that Standard and Poors obviously does not use SD in this case. 

Now a question. 

Are there rating companies using SD and, if so, how are their evaluations? 

Because it is on such occasions that SD could prove its utility but without 
examples to give it will not work. 

Regards. 

Jean-Jacques Laublé Eurli Allocar.
Posted by  Jean-Jacques Laublé <jean-jacques.lauble at wanadoo.fr>
posting date  Sun, 26 Aug 2007 19:17:14 +0200