Counterparty update reflects margin rules

Pic© Gareth Edwards

Category: ABS Regulation


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Moody's has published its updated global cross-sector methodology for assessing counterparty risks in structured finance, following a request for comment on its proposals (SCI 22 March). Among the first deals impacted by the move are a handful of US auto loan and FFELP student loan ABS, but the ratings of a number of European securitisations are also expected to be affected.

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