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RBS DID NOT PRODUCE THIS DOCUMENT, DESPITE PRE-TRIAL LEGAL DISCOVERY REQUEST.
Navdeep Dhaliwal provides CRO Riccardo Rebonato with understated stress-loss projections for ABS CDOs, assuming inapplicable corporate default rates instead of accelerating mortgage default rates, to justify no writedowns. Meanwhile, other banks are already reporting billions of ABS CDO writedowns. See other documents for concurrent CDO market quotes and research.
RBS DID NOT PRODUCE THIS DOCUMENT, DESPITE PRE-TRIAL LEGAL DISCOVERY REQUEST.
Navdeep Dhaliwal provides CRO Riccardo Rebonato with understated stress-loss projections for ABS CDOs, assuming inapplicable corporate default rates instead of accelerating mortgage default rates, to justify no writedowns. Meanwhile, other banks are already reporting billions of ABS CDO writedowns. See other documents for concurrent CDO market quotes and research.
RBS DID NOT PRODUCE THIS DOCUMENT, DESPITE PRE-TRIAL LEGAL DISCOVERY REQUEST.
Navdeep Dhaliwal provides CRO Riccardo Rebonato with understated stress-loss projections for ABS CDOs, assuming inapplicable corporate default rates instead of accelerating mortgage default rates, to justify no writedowns. Meanwhile, other banks are already reporting billions of ABS CDO writedowns. See other documents for concurrent CDO market quotes and research.