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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3 Citi 9,751 23 10.76
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5 JP Morgan 6,580 10 7.26

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