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

Fitch to review liquidity risk analysis, refi costs

Fitch is reviewing its assessment of liquidity risk in covered bond programmes and the refinancing cost assumptions it applies for European mortgage cover assets, which could lead to higher overcollateralisation levels being needed to support a given rating, the rating agency said on Friday.

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