...Inside This Report Page Key Rating Drivers 1 Highlights 2 Key Transaction Parties 3 Portfolio Management 3 Asset Analysis 6 Cash Flow Analysis 8 Rating Sensitivity 9 Rating Sensitivities ¡ Upgrade/Downgrade 10 Transaction Structure 10 Counterparty Risk 13 Criteria Application, Model and Data Adequacy 14 Surveillance 14 Appendix 1: Fitch EMEA CLO Standardised Stress Portfolio 15 Appendix 2: Fitch Test Matrices 17...