Matches in SemOpenAlex for { <https://semopenalex.org/work/W3123714927> ?p ?o ?g. }
- W3123714927 endingPage "1328" @default.
- W3123714927 startingPage "1293" @default.
- W3123714927 abstract "ABSTRACT Analyzing 916 collateralized debt obligations (CDOs), we find that a top credit rating agency frequently made positive adjustments beyond its main model that amounted to increasingly larger AAA tranche sizes. These adjustments are difficult to explain by likely determinants, but exhibit a clear pattern: CDOs with smaller model‐implied AAA sizes receive larger adjustments. CDOs with larger adjustments experience more severe subsequent downgrading. Additionally, prior to April 2007, 91.2% of AAA‐rated CDOs only comply with the credit rating agency's own AA default rate standard. Accounting for adjustments and the criterion deviation indicates that on average AAA tranches were structured to BBB support levels." @default.
- W3123714927 created "2021-02-01" @default.
- W3123714927 creator A5050354792 @default.
- W3123714927 creator A5065544144 @default.
- W3123714927 date "2012-07-19" @default.
- W3123714927 modified "2023-10-06" @default.
- W3123714927 title "Did Subjectivity Play a Role in CDO Credit Ratings?" @default.
- W3123714927 cites W1544285879 @default.
- W3123714927 cites W1551867372 @default.
- W3123714927 cites W1870369611 @default.
- W3123714927 cites W1969418588 @default.
- W3123714927 cites W1988999274 @default.
- W3123714927 cites W1991989092 @default.
- W3123714927 cites W2008301397 @default.
- W3123714927 cites W2020258070 @default.
- W3123714927 cites W2039093512 @default.
- W3123714927 cites W2039292773 @default.
- W3123714927 cites W2048438700 @default.
- W3123714927 cites W2087653771 @default.
- W3123714927 cites W2108818539 @default.
- W3123714927 cites W2127666301 @default.
- W3123714927 cites W2145546638 @default.
- W3123714927 cites W2148736622 @default.
- W3123714927 cites W2153069030 @default.
- W3123714927 cites W2161189733 @default.
- W3123714927 cites W2163412791 @default.
- W3123714927 cites W3023826833 @default.
- W3123714927 cites W3121143455 @default.
- W3123714927 cites W3121961311 @default.
- W3123714927 cites W3122049385 @default.
- W3123714927 cites W3123434444 @default.
- W3123714927 cites W3123559164 @default.
- W3123714927 cites W3123634782 @default.
- W3123714927 cites W3123957796 @default.
- W3123714927 cites W3124220470 @default.
- W3123714927 cites W3124641785 @default.
- W3123714927 cites W3125041422 @default.
- W3123714927 cites W3125135097 @default.
- W3123714927 cites W3126113144 @default.
- W3123714927 cites W4237155337 @default.
- W3123714927 cites W4256240690 @default.
- W3123714927 doi "https://doi.org/10.1111/j.1540-6261.2012.01748.x" @default.
- W3123714927 hasPublicationYear "2012" @default.
- W3123714927 type Work @default.
- W3123714927 sameAs 3123714927 @default.
- W3123714927 citedByCount "269" @default.
- W3123714927 countsByYear W31237149272012 @default.
- W3123714927 countsByYear W31237149272013 @default.
- W3123714927 countsByYear W31237149272014 @default.
- W3123714927 countsByYear W31237149272015 @default.
- W3123714927 countsByYear W31237149272016 @default.
- W3123714927 countsByYear W31237149272017 @default.
- W3123714927 countsByYear W31237149272018 @default.
- W3123714927 countsByYear W31237149272019 @default.
- W3123714927 countsByYear W31237149272020 @default.
- W3123714927 countsByYear W31237149272021 @default.
- W3123714927 countsByYear W31237149272022 @default.
- W3123714927 countsByYear W31237149272023 @default.
- W3123714927 crossrefType "journal-article" @default.
- W3123714927 hasAuthorship W3123714927A5050354792 @default.
- W3123714927 hasAuthorship W3123714927A5065544144 @default.
- W3123714927 hasBestOaLocation W31237149271 @default.
- W3123714927 hasConcept C10138342 @default.
- W3123714927 hasConcept C108170787 @default.
- W3123714927 hasConcept C112846952 @default.
- W3123714927 hasConcept C120527767 @default.
- W3123714927 hasConcept C139719470 @default.
- W3123714927 hasConcept C144024400 @default.
- W3123714927 hasConcept C144133560 @default.
- W3123714927 hasConcept C162118730 @default.
- W3123714927 hasConcept C162324750 @default.
- W3123714927 hasConcept C205208723 @default.
- W3123714927 hasConcept C2777910564 @default.
- W3123714927 hasConcept C2778300220 @default.
- W3123714927 hasConcept C2781271063 @default.
- W3123714927 hasConcept C36289849 @default.
- W3123714927 hasConcept C86537402 @default.
- W3123714927 hasConceptScore W3123714927C10138342 @default.
- W3123714927 hasConceptScore W3123714927C108170787 @default.
- W3123714927 hasConceptScore W3123714927C112846952 @default.
- W3123714927 hasConceptScore W3123714927C120527767 @default.
- W3123714927 hasConceptScore W3123714927C139719470 @default.
- W3123714927 hasConceptScore W3123714927C144024400 @default.
- W3123714927 hasConceptScore W3123714927C144133560 @default.
- W3123714927 hasConceptScore W3123714927C162118730 @default.
- W3123714927 hasConceptScore W3123714927C162324750 @default.
- W3123714927 hasConceptScore W3123714927C205208723 @default.
- W3123714927 hasConceptScore W3123714927C2777910564 @default.
- W3123714927 hasConceptScore W3123714927C2778300220 @default.
- W3123714927 hasConceptScore W3123714927C2781271063 @default.
- W3123714927 hasConceptScore W3123714927C36289849 @default.
- W3123714927 hasConceptScore W3123714927C86537402 @default.
- W3123714927 hasIssue "4" @default.
- W3123714927 hasLocation W31237149271 @default.
- W3123714927 hasOpenAccess W3123714927 @default.
- W3123714927 hasPrimaryLocation W31237149271 @default.
- W3123714927 hasRelatedWork W117455869 @default.
- W3123714927 hasRelatedWork W1502627865 @default.