The document provides tables comparing the initial ratings of underlying assets for High Diversity and Low Diversity Collateralized Debt Obligations (CDOs). It includes percentage breakdowns of underlying capital structures and their corresponding ratings from Aaa to B. Additionally, it explains Moody's Weighted Average Recovery Rate and the Note Payment Sequence for structured finance obligations.
documents/vol00010-efta01365315-pdf.pdf
{"document_type":"tabular","key_organizations":["Moody's"],"reference_numbers":["DB-SDNY-0056013","SDNY_GM_00202197","EFTA01365315"]}