New Study Offers Closer Look at Structured Finance

Evaluating the fundamental credit quality of underlying assets is a critical component of structured finance analysis and involves both qualitative and quantitative assessments of loan-level and portfolio level credit risk attributes. A new study published by the Credit Market Research group of Fitch Ratings describes key quantitative credit metrics examined across residential mortgages, commercial mortgages, credit cards, student loans and auto loans.

Fitch CMR Study