Items Tagged with 'model , known as ResiLogic'

ARTICLES

  • Ratings models missed essential collateral risk factors

    When -- if? -- the U.S. private-party securitization market fires back up, RMBS deals are going to face a more stringent -- realistic? -- set of criteria from at least one rating agency; Fitch Ratings on Thursday unveiled a series of enhancements to its U.S. residential mortgage loss model, known as ResiLogic.
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  • Fitch Updates US RMBS Model, Warns on More Downgrades

    On the heels of rival Standard and Poor's move to adjust its ratings assumptions, which lead to a massive downgrading of RMBS and related securities late yesterday, Fitch Ratings said Thursday that it had enhanced its U.S. RMBS default and loss model, known as ResiLogic.
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