Monday, February 15, 2010

The 4 C's of Credit

I have some friends who are looking at trying to gain positions in Fixed Income so I thought I would have a quick review of the 4 C's of Credit. They are:
  1. Character - The management team's record, strategy and internal controls
  2. Capacity - Ability to meet debt obligations
  3. Collateral - Assets pledged to back the loan
  4. Covenants - Restrictions on activities as well as maintenance
Recall that in bankruptcy, there is a hierarchy to how remaining capital, collateral and other assets are distributed relative to tranches. However, in restructuring "everyone gets a haircut".

Also, when building credit ratings, there are various ratios that are looked at, particularly:

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