Fitch publishes base case losses
Fitch has improved transparency in its latest covered bonds surveillance snapshot that now includes information on the base case portfolio loss rate (B PLRs). Cypriot, Greek and Spanish deals are the riskiest in the peripheral Europe while Danish, Belgian and Dutch are the riskiest mortgage programmes in core Europe.
Unlock this article.
The content you are trying to view is exclusive to our subscribers.
To unlock this article: