CDO rumbles lead to asset manager rating system

Investors in collateralised debt obligations (CDOs) have reacted to the declining credit quality of CDO collateral over the past year (Risk April 2001, page 60) by increasing their scrutiny of CDO asset managers. Fitch plans to launch an asset manager rating system in response, and has published its rating methodology in advance of the first rating reports, slated for April.

Fitch will determine its manager ratings based on nine criteria. Said Rafat, senior director in Fitch’s operational

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