This document outlines the definitions and calculations related to the market value, maturity date, measurement date, and Moody's adjusted rating factor for collateral obligations. It includes a table of expected losses based on Moody's ratings.
doj/DataSet10/EFTA01376127.pdf
{"document_type":"legal","document_subtype":"contract","key_organizations":["Moody's Investors Service, Inc."],"reference_numbers":["DB-SDNY-0072001","SDNY_GM_00218185","EFTA01376127"]}