CDOsandSubprimeRMBS-FitchRatings.pptVIP

Subprime Mortgage Distress Effect on CDOs;Introduction and Agenda;U.S. subprime mortgage market media coverage has moved mainstream . . .;Selected Fitch Subprime RMBS and CDO Research;Agenda;Stress in the U.S. Mortgage and Capital Markets;Subprime RMBS Structure;Characteristics of Subprime Mortgages;Characteristics of Subprime RMBS;Structured Finance CDO Structure;Characteristics of Structured Finance CDOs;Characteristics of Structured Finance CDOs;U.S. Mortgage and Capital Market Diagram;ABX.HE Structure;Characteristics of the ABX.HE Indices;ABX.HE Prices;Stress in the Subprime Mortgage Marke