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Stress Portfolio

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Stress Portfolio
The constellation of events and situations that cause stress in a person's life


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The scenarios stress portfolio yield, chargeoffs, monthly payment rates and the availability of additional draws on the revolving lines of credit to worst-case levels.
Analytics Module provides the ability to stress portfolios under +/- 300 bp shock scenarios.
Fitch performs various economic scenarios that stress portfolio performance statistics to determine the appropriate credit enhancement levels for each series and class.
 
 
 
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