Are CLO collateral and tranche ratings disconnected?
Year of publication: |
2023
|
---|---|
Authors: | Griffin, John M. ; Nickerson, Jordan |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 36.2023, 6, p. 2319-2360
|
Subject: | Kreditderivat | Credit derivative | Kreditsicherung | Collateral | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | USA | United States | 2014-2019 |
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