Rating Rationale: The AAA rating of the mortgage covered bonds issued by CommonwealthBank of Australia (CBA; AA/Stable/F1+) is based on the issuers Long-Term Issuer DefaultRating (IDR) and a Discontinuity Factor (D-Factor) of 29.9%. This combination enables therating on the covered bonds to reach AAA on a probability-of-default (PD) basis, because the overcollateralisation (OC) is sufficient to sustain this level of stress.
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