Fitch Updates U.S. RMBS Cash Flow Analysis Criteria
The criteria report summarizes Fitch's current criteria for analyzing the structure of RMBS transactions. The criteria take into account structural features such as triggers and payment priority, as well as the impact of default and prepayment timing.
The key risk drivers in Fitch's analysis of U.S. RMBS cash flows include:
--The timing of defaults;
--The timing of prepayments;
--Residual exposure to interest rate movements.
The report is available at 'www.fitchratings.com' or by clicking on the link above.
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