medium · Debt Capital Markets

When an issuer crosses the 'investment-grade' boundary to become a 'fallen angel,' how do rating agencies often adjust the notching for existing senior secured debt?

  1. They only notch based on interest coverage ratios
  2. They notch the secured debt down to match the new junk status
  3. They remove all notches to simplify the rating
  4. They may introduce or increase upward notching

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