Fitch launches new CDO tool
Fitch Ratings has launched a new rating tool, Fitch Default Vector SME model, for rating small and medium-sized enterprise CDOs. The launch coincides with the publication of a new rating methodology for European SME CDO deals.
Fitch will use Vector, which is based on a Monte Carlo simulation, as the main quantitative facility to rate SME CDOs. Vector analyses the probability of defaults, recovery
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