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Global Rating Criteria for CLOs and Corporate CDOs - Amended

Published Nov 12, 2015

51 pages (26384 words) — Published Nov 12, 2015

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Brief Excerpt:

...This criteria report details Fitch Ratings' methodology for analysing portfolios of corporate credit for rating collateralised loan and other debt obligations (CDOs). It outlines the qualitative and quantitative factors considered in Fitch's analysis of portfolios of corporate credit. These criteria are also applicable to the rating of combination notes where the underlying tranches are CLOs or corporate CDOs. Legal and counterparty risks in corporate CDO transactions are outside the scope of this report and are addressed in the reports entitled: Counterparty Criteria for Structured Finance and Covered Bonds Transactions and Global Structured Finance Rating Criteria (see Related Criteria). This criteria report is also the framework for rating project finance (PF) CDOs. Fitch PCM is the primary tool for analysing the credit risk of PF credit portfolios. The default probability assumptions and recovery rates are based on asset-specific credit opinions and recovery ratings provided by Fitch's...

Report Type:

Rating Criteria

Format:

PDF

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MLA:	Fitch Research. "Global Rating Criteria for CLOs and Corporate CDOs - Amended" Nov 12, 2015. Alacra Store. May 10, 2025. <http://www.alacrastore.com/fitch-credit-research/Global-Rating-Criteria-for-CLOs-and-Corporate-CDOs-Amended-873664_report_frame>

APA:	Fitch Research. (). Global Rating Criteria for CLOs and Corporate CDOs - Amended Nov 12, 2015. New York, NY: Alacra Store. Retrieved May 10, 2025 from <http://www.alacrastore.com/fitch-credit-research/Global-Rating-Criteria-for-CLOs-and-Corporate-CDOs-Amended-873664_report_frame>

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