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SME CLOs - Portfolio Loss Metrics

Published Jun 09, 2014

4 pages (2422 words) — Published Jun 09, 2014

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Brief Excerpt:

...These measures assist comparisons of Fitch's views on asset portfolios backing granular Structured Finance transactions. The metrics focus on the expected performance of the assets without rating stresses, as well as the core structure of the transactions. Portfolio Loss Expectations (PLE): A PLE is the proportion of the outstanding principal balance of the asset portfolio that Fitch expects to be lost. Portfolio Loss Multiples (PLM): A PLM is the coverage of the PLE to the available credit enhancement for each tranche....

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Special Report

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MLA:	Fitch Research. "SME CLOs - Portfolio Loss Metrics" Jun 09, 2014. Alacra Store. May 16, 2025. <http://www.alacrastore.com/fitch-credit-research/SME-CLOs-Portfolio-Loss-Metrics-748876_report_frame>

APA:	Fitch Research. (). SME CLOs - Portfolio Loss Metrics Jun 09, 2014. New York, NY: Alacra Store. Retrieved May 16, 2025 from <http://www.alacrastore.com/fitch-credit-research/SME-CLOs-Portfolio-Loss-Metrics-748876_report_frame>

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