Significant Risk Transfer: Structures, Disclosure, and Borrower Benchmarking
Laura Saville
When a new SRT deal tape arrives, the first instinct is to pull credit data on the underlying pool. For most of the names on the tape, that search returns no results. SRT reference pools are dominated by private, mid-market corporate borrowers that traditional rating agencies, such as S&P, Moody’s, and Fitch, don’t cover and […] The post Significant Risk Transfer: Structures, Disclosure, and Borrower Benchmarking appeared first on Credit Benchmark .