Fitch Affirms 27 U.S.-Linked CDO Classes
KEY RATING DRIVERS
The rating actions are part of an annual review of 19 U.S. sovereign linked transactions. The United States of America's Issuer Default Rating (IDR) is currently 'AAA' with a Stable Outlook (affirmed Sept. 19, 2014 by Fitch). The categories of debt affected include:
--Debt backed by bonds issued or guaranteed by a government-sponsored entity (GSE);
--Debt obligations whose payments are guaranteed by the NCUA, whose obligations are backed by the full faith and credit of the United States as an agency of the executive branch of the U.S. government.
RATING SENSITIVITIES
Given the relationship of each class' rating to the U.S. Sovereign IDR, any further rating action on the U.S. Sovereign IDR would be applied to each transaction affected by today's rating action.
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