Take Notes- Possible LIBOR Replacement Scenarios And Their Effect On U.K. RMBS Ratings
Scenario Analysis: Middle-Market CLO Ratings Withstand Stress Scenarios With Modest Downgrades (2024 Update)
U.S. BSL CLO Obligors: Corporate Rating Actions Tracker 2024 (As Of Dec. 6)
Default, Transition, and Recovery: 2023 Annual Mexican Structured Finance Default And Rating Transition Study
SF Credit Brief: U.S. CMBS Delinquency Rate Rose 35 Basis Points To 5.6% In November 2024; Office Rate Is Nearing 10.0%
Credit analyst Irina Penkina joins us to discuss the possible impact LIBOR replacement could have on our U.K. RMBS ratings. We deep dive into different types of scenario analysis we developed to look at the patterns in the upcoming LIBOR transition and the resulting amended terms that could trigger a negative rating action on U.K. RMBS transactions, and more.
Related Article: Scenario Analysis: Potential Effects Of LIBOR Replacement On U.K. RMBS Ratings, Sept.1, 2021
