03.10.2016, 19:01
Fitch Affirms Aberdeen Ultra Short Duration Sterling Fund
OREANDA-NEWS. Fitch Ratings has affirmed Aberdeen Liquidity Fund (Lux) - Ultra Short Duration Sterling Fund's Fund Credit Quality Rating at 'AAAf' and Fund Market Risk Sensitivity Rating at 'S1'. The fund is managed by Aberdeen Asset Management.
The affirmation of the Fund Credit Quality Rating is driven by the high credit quality of the fund as measured by its weighted average rating factor (WARF), which is consistent with a 'AAAf' Fund Credit Quality Rating, and limited sensitivity to Fitch's stress testing analysis.
The affirmation of the 'S1' Fund Market Risk Sensitivity Rating is driven by the fund's low sensitivity to interest rate and spread risks, as reflected in the fund's short maturity profile.
The affirmation of the Fund Credit Quality Rating is driven by the high credit quality of the fund as measured by its weighted average rating factor (WARF), which is consistent with a 'AAAf' Fund Credit Quality Rating, and limited sensitivity to Fitch's stress testing analysis.
The affirmation of the 'S1' Fund Market Risk Sensitivity Rating is driven by the fund's low sensitivity to interest rate and spread risks, as reflected in the fund's short maturity profile.
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