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11 December 2008

Asset management industry guidelines address over-reliance on credit ratings


The Guidelines have been produced as a response to the call of the FSF on investors to address their over-reliance on ratings and to review their standards of due diligence and credit analysis when investing in structured credit products. 

In a joint initiative EFAMA, the ESF and IMA publish their guidelines for asset managers on the responsible use of ratings for securitisation, structured finance and structured credit products.

 

The Guidelines have been produced as a response to the call of the FSF on investors to address their over-reliance on ratings and to review their standards of due diligence and credit analysis when investing in structured credit products. 

 

The Guidelines encourage asset managers to address any weaknesses in the investment processes which come from over-reliance upon credit ratings. The capability of asset managers to so act depends, however, upon the quality and extent of the information disclosed by the issuer and the rating agencies since these form a necessary prerequisite to any investor’s own risk analysis.

 

Press release

The Guidelines are attached below

 



© EFAMA - European Fund and Asset Management Association

Documents associated with this article

Industry guidelines on over-reliance on credit ratings.pdf


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