Barclays’ D-Factor revised down, but AAA OK
Fitch has affirmed the rating of mortgage-backed covered bonds issued by Barclays Bank at AAA after assigning the programme a worse Discontinuity Factor because it assessed a pre-maturity test incorporated in the programme as weaker than it did before.
Unlock this article.
The content you are trying to view is exclusive to our subscribers.
To unlock this article:
- ✔ 4,000 annual insights
- ✔ 700+ notes and long-form analyses
- ✔ 4 capital markets databases
- ✔ Daily newsletters across markets and asset classes
- ✔ 2 weekly podcasts