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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Key Benefits<br />
• Creation of an enhanced pricing methodology where regulators can<br />
contribute their unrivaled insight as to the credit quality of the underlying<br />
banks that support <strong>TruPS</strong> <strong>CDOs</strong><br />
• Ability to analyze systematic concerns, in advance, by testing control<br />
variables<br />
• <strong>Pricing</strong> consistency minimizes in<strong>for</strong>mation asymmetries and promotes<br />
liquidity<br />
• Reduced impact of large or unexpected ratings movements (which can<br />
lead to <strong>for</strong>ced selling, price fluctuations and even defaults)<br />
• Plat<strong>for</strong>m can be extended to provide risk-based capital and reduce or<br />
remove over-reliance on credit rating agencies (a directive of the Dodd-<br />
Frank Act)<br />
© Copyright 2011 <strong>PF2</strong> <strong>Securities</strong>. All Rights Reserved.<br />
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