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並前往https://www.fitchratings.com/research/structured-finance/emea-clos-largely-resilient-to-underlying-asset-downgrades-17-04-2019

EMEA CLOs Largely Resilient to Underlying Asset Downgrades

Our stress test shows that the CLO rating impact would be limited even if all underlying assets rated 'B-' were downgraded to 'CCC'. Fitch does ...

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