All material subject to strictly enforced copyright laws. © 2022 Euromoney Institutional Investor PLC group

Fitch revises assumptions behind liquidity stress tests for sovereign debt collateral

Fitch has reviewed the spread assumptions it applies to quantify the liquidity risk of sovereign debt backing covered bonds. It increased the stresses for exposure to southern European countries, while keeping others unchanged, it said this week.

Unlock this article.

The content you are trying to view is exclusive to our subscribers.

To unlock this article:

Take a Free Trial or Login
We use cookies to provide a personalized site experience.
By continuing to use & browse the site you agree to our Privacy Policy.
I agree