Fitch Ratings announced new structured finance interest rate stress criteria for LIBOR transactions. The methodology is more sensitive to market expectations because it is based on forward rates and implied volatility. Separately, the company updated its policy on automated valuation models. The stress-test change will have an impact on subprime MBS and collateralized debt obligations, according to Fitch. “In terms of impact from the methodology change, CDOs and subprime mortgage bonds stand out because of…