Central Pricing Solution for TruPS CDOs - PF2 Securities Evaluations
Central Pricing Solution for TruPS CDOs - PF2 Securities Evaluations
Central Pricing Solution for TruPS CDOs - PF2 Securities Evaluations
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<strong>Central</strong> <strong>Pricing</strong> <strong>Solution</strong><br />
• Authorities (e.g., Fed, FDIC, OCC) can create a similar central pricing<br />
solution <strong>for</strong> <strong>TruPS</strong> <strong>CDOs</strong><br />
• Regulators can work with independent 3 rd parties on a single pricing<br />
methodology and deliver consistent <strong>TruPS</strong> CDO pricing across all banks<br />
3 rd Party 1<br />
3 rd Party 2<br />
Regulators<br />
CDO 1<br />
CDO 2<br />
CDO 3<br />
CDO 4<br />
CDO 5<br />
CDO 6<br />
CDO 7<br />
CDO 8<br />
…<br />
Bank 1<br />
Bank 2<br />
Bank 3<br />
Bank 4<br />
Regulators determine prices, in conjunction with 3 rd<br />
parties, <strong>for</strong> each security<br />
Banks map their portfolios to<br />
regulator’s prices<br />
© Copyright 2011 <strong>PF2</strong> <strong>Securities</strong>. All Rights Reserved.<br />
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