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gation shall be deemed to be zero: provided that with respect to such Collateral Obligations with an Aggregate Principal Balance not exceeding 5% of the Collateral Principal Amount. the Market Value will be the lesser of (A) the Collateral Manager's estimate of the market value (and not the recovery rate) of such Collateral Ob
Obligation. an amount equal to (i) the Expected Loss for such Structured Finance Obligation based on its Moody's Rating divided by (ii) 100% minus the Moody's Recovery Rate for such Structured Finance Obligation, where "Expected Loss" is determined as follows: Rating Exnccted Loss Aaa 0.55 Aa I 5.50 Aa2 11.00 A
2 mentions1 same-page
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gation shall be deemed to be zero: provided that with respect to such Collateral Obligations with an Aggregate Principal Balance not exceeding 5% of the Collateral Principal Amount. the Market Value will be the lesser of (A) the Collateral Manager's estimate of the market value (and not the recovery rate) of such Collateral Ob
Obligation. an amount equal to (i) the Expected Loss for such Structured Finance Obligation based on its Moody's Rating divided by (ii) 100% minus the Moody's Recovery Rate for such Structured Finance Obligation, where "Expected Loss" is determined as follows: Rating Exnccted Loss Aaa 0.55 Aa I 5.50 Aa2 11.00 A
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"Caal" or lower. "Caa Excess": The Excess, if any, by which (i) the Aggregate Principal Balance of Caa Collateral Obligations exceeds (ii) 7.5% of the Collateral Principal Amount; provided that in determining which of the Caa Collateral Obligations shall be included in the Caa Excess, the Caa Collateral Obligations with the
Obligation, an amount equal to (i) the Expected Loss for such Structured Finance Obligation based on its Moody's Rating divided by (ii) 100% minus the Moody's Recovery Rate for such Structured Finance Obligation, where "Expected Loss" is determined as follows: Rating Expected Loss Aaa 0.55 Aal 5.50 Aa2 11.00 Aa
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Mutual Connections (9)
Entities connected to both the Collateral Principal Amount and the Moody's Recovery Rate
Moody's
ORGANIZATION14 w/ the·5 w/ the
Rating Agency
ORGANIZATION6 w/ the·4 w/ the
Moody's Rating
ORGANIZATION6 w/ the·2 w/ the
Moody's Investors Service, Inc.
ORGANIZATION4 w/ the·3 w/ the
the Portfolio Profile Test
ORGANIZATION4 w/ the·3 w/ the
Moody's Adjusted Rating Factor
ORGANIZATION3 w/ the·3 w/ the
the Collateral Obligations
ORGANIZATION3 w/ the·2 w/ the
the Collateral Quality Test
ORGANIZATION2 w/ the·3 w/ the
PR
Prather
PERSON2 w/ the·2 w/ the