Monday, July 23, 2007

S&P may cut $1.76 bln in ABS CDOs backed by subprime

(Reuters) - All of the affected CDO transactions have exposure to U.S.
residential mortgage-backed securities backed by
first-lien subprime mortgages.




The deals under review are all so-called mezzanine rated
paper, which are backed by "A" and "BBB" rated tranches of
residential mortgage backed securities and other structured
finance securities, S&P said.


Read more at Reuters.com Bonds News

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