Fitch Preps Changes To Corporate CDO Rating Criteria

05 Feb 2008

Fitch Ratings' planned revisions to its rating methodology for corporate collateralized debt obligations include providing protection for highly rated CDO tranches calibrated above historical peak default rates.

--Cristina Pittelli

Fitch Ratings' planned revisions to its rating methodology for corporate collateralized debt obligations include providing protection for highly rated CDO tranches calibrated above historical peak default rates. Other proposed changes include portfolio composition and rating considerations that place greater emphasis on qualitative factors and increased credit enhancement ...

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