Canadian RMBS

Rating Agency Developments

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On June 21, 2016, Fitch issued a report titled: Rating Non-Financial Corporates Above the Country Ceiling. Press release.

On June 20, 2016, Fitch issued a report titled: Canadian RMBS Loan Loss Model Criteria. Press release.

On June 17, 2016, Fitch issued a report titled: U.S. RMBS Surveillance and Re-REMIC Criteria. Press release.

On June 16, 2016, Fitch issued a report titled: Criteria for Rating U.S. Timeshare Loan ABS. Press release.

On June 16, 2016, Fitch issued a report titled: Criteria for Rating Caps and Limitations in Global Structured Finance Transactions. Press release.

Rating Agency Developments

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On November 10, Fitch updated its criteria for ABCP. Fitch Release.

On November 9, Moody’s released its methodology on rating U.S. public power electric utilities with generation ownership exposure. Moody’s Methodology.

On November 9, S&P released its group rating methodologies and assumptions. S&P Release.

On November 9, S&P updated its methodologies and assumptions for rating banks. S&P Release.

On November 9, S&P updated its methodology for determining a Banking Industry Country Risk Assessment (BICRA). S&P Release.

On November 8, S&P issued advance notice of proposed criteria changes for European CMBS. S&P Release.

On November 7, S&P released its ratings methodology addendum for sovereigns with limited external data. S&P Release.

On November 7, DBRS released its methodology on rating Canadian RMBS and European Master RMBS. Canadian RMBS. European RMBS.

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