Australian RMBS

Rating Agency Developments

On October 19, Moody’s released its approach for evaluating lender’s mortgage insurance in Australian RMBS.  Moody’s Report.

On October 18, Moody’s released its methodology for tender option bond programs.  Moody’s Report.

On October 18, S&P released a clarification on hybrid capital step-ups, call options, and replacement provisions.  S&P Release.

On October 17, KBRA released a report on evaluating credit risks in solar securitizations.  KBRA Report.

On October 16, S&P released its methodology for repackaged securities.  S&P Report.

On October 12, Moody’s released its approach to rating consumer loan ABS.  Moody’s Report.

On October 12, Moody’s released its methodology for emerging markets CDOs.  Moody’s Report.

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Rating Agency Developments

On August 3, Fitch updated its Asia-Pacific RMBS criteria. Fitch Report.

On August 3, Fitch updated its Australian RMBS criteria. Fitch Report.

On August 3, DBRS updated its Canadian provincial government criteria. DBRS Report.

On August 3, DBRS updated its Canadian municipal government criteria. DBRS Report.

On August 2, Fitch updated its criteria for toll roads, bridges, and tunnels. Fitch Report.

On August 2, Fitch updated its criteria for rating caps in global structured finance transactions. Fitch Report.

On August 2, Fitch updated its Asia-Pacific consumer ABS criteria. Fitch Report.

On July 30, Fitch updated its Italian residential mortgage criteria assumptions. Fitch Report.

On July 30, Moody’s released its methodology for covered bonds. Moody’s Report.

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Rating Agency Developments

On June 1, Fitch published its updated global rating criteria for CLOs backed by loans to medium-sized enterprises. Fitch Report.

On May 31, S&P updated its methodology and assumptions for assessing counterparty risk in covered bond programs. S&P Report.

On May 30, Moody’s released its approach to rating Australian RMBS. Moody’s Report.

On May 30, Fitch updated its structured finance counterparty criteria. Fitch Release.

On May 30, Fitch updated is structured finance SPV criteria. Fitch Report.

On May 29, DBRS released its methodology for U.S. structured finance transactions backed by direct pay letters of credit. DBRS Report.

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Rating Agency Developments

On June 8, S&P revised its methodology for its principal stability fund criteria. S&P Release.

On June 7 and June 8, DBRS published methodologies for numerous types of U.S. securitizations. DBRS Methodologies.

On June 7, Fitch published a master criteria report on its methodology for assessing credit risk in RMBS in Europe, the Middle East, and Africa. Fitch Release.

On June 7, Fitch published an exposure draft on proposed Australian RMBS criteria. Comments must be submitted by July 8. Fitch Release.

On June 6, Fitch updated its criteria for SME CLOs. Fitch Release.

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