In response to the growing appetite from structured finance investors and other market players for meaningful, all-inclusive statistical ratings analyses, last week Fitch Ratings released its first-ever historical ratings transition study for Fitch-rated securities, covering ABS, RMBS and CMBS issued during the last 11 years.

According to Fitch analysts, the study was the first one published in the market that tracks rating migrations for all of structured finance as a whole: in addition to breaking down the different sectors, the study also processed SF statistics on a combined basis, and on a comparable timetable for all the sectors.

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