Part 1 of the video explores how Fitch Ratings considers interest rate stresses in its structured finance and covered bonds ratings, and illustrates the construction of positive interest rate stresses.

0:00 Introduction
0:03 Fitch Criteria Hierarchy
1:04 Scope of the Criteria
2:24 Reference Rates Overnight Risk Free Rates (RFRS) and Term Rates
3:34 Key Rating Drivers
5:18 Framework
6:59 Positive Interest Rate Stresses
8:06 Example - US Dollar
9:17 Part 2: Negative Rates Stresses & Special Topics

свернуть