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Recovery Rate With Respect To Ambac Assurance Corporation

  //business-finance.news-articles.net/content/201 .. with-respect-to-ambac-assurance-corporation.html
  Published in Business and Finance on Tuesday, June 8th 2010 at 5:41 GMT by Market Wire
          ^{🞛 This publication is a summary or evaluation of another publication}

 ------------------------------------------------------------------------- As at June 4, 2010 At Inception Subordina- Subordina- Corporate tion tion Debt (Attachment Detachment (Attachment Detachment Portfolio Exposure Point) Point Point) Point ------------------------------------------------------------------------- D 1 5.09% 6.54% 9.55% 11.00% 2 7.45% 9.45% 11.00% 13.00% 3 6.05% 8.05% 11.00% 13.00% 4 4.63% 6.33% 7.85% 9.55% 5 6.05% 7.50% 9.55% 11.00% ------------------------------------------------------------------------- E 1 6.54% 8.54% 11.00% 13.00% 2 6.00% 7.45% 9.55% 11.00% 3 2.90% 4.60% 7.85% 9.55% 4 6.33% 7.78% 9.55% 11.00% 5 7.50% 9.50% 11.00% 13.00% ------------------------------------------------------------------------- F 1 6.54% 8.54% 11.00% 13.00% 2 7.45% 9.45% 11.00% 13.00% 3 4.60% 6.05% 9.55% 11.00% 4 6.33% 7.78% 9.55% 11.00% 5 4.35% 6.05% 7.85% 9.55% -------------------------------------------------------------------------