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Fitch Preps Changes To Corporate CDO Rating Criteria

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.

  • 05 Feb 2008

--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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GlobalCapital European securitization league table

Rank Lead Manager/Arranger Total Volume $m No. of Deals Share % by Volume
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1 Citi 3,691 11 20.69
2 Morgan Stanley 2,420 6 13.57
3 Goldman Sachs 2,096 5 11.75
4 BNP Paribas 1,686 6 9.45
5 Barclays 1,565 4 8.77

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Rank Lead Manager Amount $m No of issues Share %
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1 Citi 47,881.49 152 10.77%
2 JPMorgan 41,018.47 115 9.23%
3 Wells Fargo Securities 37,061.63 106 8.34%
4 Bank of America Merrill Lynch 33,629.70 107 7.56%
5 Credit Suisse 28,660.69 86 6.45%