ABS servicers

Rating Agency Developments

On March 30, 2016, Moody’s published its rating methodology for assessing green bonds. Report.

On March 30, 2016, DBRS published its methodology for rating Canadian structured finance instruments. Report.

On March 30, 2016, DBRS updated and is requesting comment on its methodology for analyzing the credit risk of European RMBS. Report.

On March 30, 2016, DBRS published and is requesting comment on its methodology for analyzing Spanish mortgages. Report.

On March 29, 2016, DBRS published and is requesting comment on its methodology for conducting surveillance on U.S. ABS. Report.

On March 29, 2016, DBRS published and is requesting comment on its operational risk assessment methodology for U.S. ABS servicers. Report.

On March 29, 2016, DBRS published and is requesting comment on its operational risk assessment methodology for U.S. ABS originators. Report.

On March 29, 2016, DBRS published and is requesting comment on its methodology for rating pooled aircraft lease securitizations. Report.

On March 24, 2016, DBRS published its rating methodology for supranational institutions, or multilateral financial institutions (MFIs). Report.

On March 24, 2016, Fitch updated its rating criteria for U.S. auto lease ABS. Press Release.

On March 24, 2016, S&P published its methodology and assumptions for U.S. tobacco settlement securitizations. Report.

Rating Agency Developments

On May 24, S&P updated its methodology for applying its RMBS small pool adjustment factor. S&P Report.

On May 23, Moody’s updated its methodology for ABCP. Moody’s Report.

On May 23, Fitch updated its criteria for multilateral development banks. Fitch Report.

On May 22, Fitch detailed its rating considerations for passive funds. Fitch Report.

On May 22, DBRS released its master U.S. ABS surveillance methodology. DBRS Report .

On May 22, DBRS released its unified interest rate model for U.S. timeshare loan ABS transactions.  DBRS Report.

On May 22, DBRS released its operational risk assessment for U.S. ABS servicers. DBRS Report.

On May 22, DBRS released its methodology for U.S. timeshare loan securitizations. DBRS Report.

On May 21, Fitch published criteria for state revolving funds (SRFs) and leveraged municipal loan pools (MLPs). Fitch Report.

On May 18, S&P updated its base-case default rate assumptions and benchmark pool for Japanese credit card and consumer loan securitizations. S&P Report.

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