Tag Archives: DBRS

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On June 13, S&P released its insurance criteria for U.S. and Canadian CMBS transactions.  S&P Report.

On June 13, Fitch released its criteria for assigning short-term ratings for variable-rate demand obligations (VRDOs) or maturing commercial paper (CP) notes based on internal liquidity.  Fitch Report. 

On June 12, Fitch released its criteria for rating caps and limitations in global structured finance transactions.  Fitch Report. 

On June 12, DBRS released its methodology for European structured finance transactions.  DBRS Report. 

On June 11, DBRS released its methodology for CDOs of large corporate credit.  DBRS Report. 

On June 11, DBRS released its methodology for Canadian structured finance surveillance.  DBRS Report. 

On June 10, Fitch released its criteria for rating U.S. timeshare loan ABS.  Fitch Report. 

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On May 17, DBRS released its criteria for rating market-linked securities.  DBRS Report. 

On May 17, DBRS released a criteria report relating to Canadian bankruptcy and restructuring legal considerations.  DBRS Report. 

On May 15, Moody’s released its methodology for rating EMEA SME balance sheet securitizations.  Moody’s Report. 

On May 15, Fitch released its loan-level loss model for rating Canadian residential mortgage pools.  Fitch Report. 

On May 14, DBRS released its derivative criteria for European structured finance transactions.  DBRS Report. 

On May 13, Fitch released its counterparty criteria for structured finance and covered bonds.  Fitch Report.  Fitch Report (Derivative Addendum). 

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On April 12, Fitch released its criteria for rating aircraft operating lease ABS.  Fitch Report.   

On April 12, Moody’s released its public finance housing methodology and research handbook.  Moody’s Report.   

On April 10, Fitch released its global structured finance and covered bonds rating criteria hierarchy.  Fitch Report.   

On April 10, Fitch released its criteria for rating U.S. auto loan ABS.  Fitch Report.   

On April 9, DBRS released its methodology for rating European structured finance transactions.  DBRS Report.   

On April 9, Fitch released its global infrastructure and project finance rating criteria hierarchy.  Fitch Report.   

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On February 15, Fitch published updated criteria for Latin American RMBS.  Fitch Report. 

On February 14, DBRS released its master European RMBS methodology and jurisdictional addenda.  DBRS Report. 

On February 13, S&P released its methodology and assumptions for U.S. private student loan ABS credit analysis.  S&P Report. 

On February 12, DBRS released its European CMBS surveillance criteria.  DBRS Report. 

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On January 25, DBRS published its methodology for Canadian structured finance flow-through ratings.  DBRS Methodology. 

On January 22, DBRS published its methodology on rating European consumer and commercial asset-backed securitizations.  DBRS Methodology.  

On January 24, KBRA published its U.S. credit card ABS rating methodology.  KBRA Report. 

On January 22, Fitch published its updated global rating criteria for dealer floorplan ABS.  Fitch Release.  Fitch Criteria.

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On January 10, DBRS released the following rating methodologies:

On January 10, S&P updated its methodology and assumptions for CLOs backed by European small and midsize enterprises (SMEs).  S&P Release. 

On January 8, Moody’s released its methodology for assessing RMBS servicing quality.  Moody’s Release. 

On January 7, Fitch updated its criteria for rating derivative product companies.  Fitch Release.  Fitch Report.

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On January 4, S&P updated its outlook assumptions for the U.S. residential mortgage market.  S&P Report.  
 
On December 28, 2012, Fitch updated its equipment lease and loan rating criteria.  Fitch Report.  
 
On December 24, 2012, DBRS released methodology for rating income funds.  DBRS Report. 
 
On December 21, 2012, Moody’s updated its methodology for power generation projects.  Moody’s Report.
   
On December 20, 2012, Fitch updated its U.S. utility tariff bond rating criteria.  Fitch Report.  
 
On December 19, 2012, Fitch updated its criteria for pooled multifamily housing bonds.  Fitch Report.  
 
On December 18, 2012, Fitch updated its U.S. public power rating criteria.  Fitch Report. 
 
On December 17, 2012, Fitch updated its criteria for investment managers and alternative funds.  Fitch Report. 

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On December 5, DBRS released its master European structured finance surveillance methodology.  DBRS Report.

On December 4, Fitch released its criteria for U.S. wireless tower transactions.  Fitch Report.

On December 4, Fitch updated its guidelines for rating prerefunded U.S. municipal bonds.  Fitch Report

On November 30, S&P released its methodology for assigning ratings to bonds in the U.S. based on escrowed collateral.  S&P Release.　

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On November 29, S&P released its counterparty risk framework methodology.  S&P Release.

On November 29, S&P released its criteria for stressing foreign currency risk in unhedged or partially hedged structured finance transactions.  S&P Release.

On November 28, DBRS released its methodology for mapping financial institutional internal ratings to DBRS ratings for global structured credit transactions.  DBRS Report. 

On November 27, Fitch published a report on rating U.S. municipal short-term debt.  Fitch Report. 

On November 27, Fitch released its guidelines for rating cash pools using money market fund criteria.  Fitch Release. 

On November 27, DBRS released its operational risk assessment for European structured finance servicers.  DBRS Report. 

On November 26, DBRS released its commercial paper liquidity support criteria for corporate non-bank issuers.  DBRS Report.

On November 26, S&P updated its methodology for rating multilateral lending institutions and other nonbank supranational institutions.  S&P Report.

On November 22, DBRS released its criteria for public-private partnerships.  DBRS Report. 

On November 21, Moody’s released its approach for securities backed by Brazilian consumer assets.  Moody’s Report.

On November 16, S&P updated its criteria for evaluating geographic concentration in U.S. RMBS mortgage pools.  S&P Report.