Fitch Ratings presents its asset-level projected loss analysis (PLA) to quantify loss expectations on structured finance (SF) CDOs.

In a release, the rating agency said that this new analysis builds off its RMBS mortgage loss assumptions to estimate the impact to SF CDOs. The rating agency's PLA analysis complements its criteria used for the review of existing SF CDO deals with subprime and Alt-A RMBS portfolio concentrations issued between 2005 and 2007.

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