NEW YORK--(BUSINESS WIRE)--Following a review of the discontinuity risk (D-Cap) analysis for all Fitch-rated Canadian covered bond programs, the agency has maintained its overall D-Cap assessment at 'Moderate high' (3 notches) for the five structured and six registered programs secured by prime Canadian residential mortgages. For most programs, this is solely driven by the 'Moderate high' assessment for the Systemic Alternative Management component. Fitch considers it highly likely that the tru
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