tag:blogger.com,1999:blog-3764912039741974037.post4627855424478640218..comments2024-03-10T06:35:25.018-04:00Comments on Expect[ed] Loss: Return of the TruPS CDOPF2http://www.blogger.com/profile/13893025381406343985noreply@blogger.comBlogger1125tag:blogger.com,1999:blog-3764912039741974037.post-7712860409849674532011-11-23T11:46:17.333-05:002011-11-23T11:46:17.333-05:00OTTI write-downs reflect only credit losses, and a...OTTI write-downs reflect only credit losses, and are just one component of an assessment of fair value. Impairment testing is required of all securitized assets, irrespective of their credit ratings, and any resulting write-down is used to determine amortized cost, not fair value.Anonymousnoreply@blogger.com