non-performing loan securitizations

Rating Agency Developments

On February 1, Fitch updated its methodology for analyzing non-performing loan securitizations.  Fitch Report. 

On February 1, Fitch updated the public sector liquidity and spread assumption addendum for its covered bonds criteria.  Fitch Report. 

On January 30, Fitch published criteria for its asset analysis of European public entities’ covered bonds.  Fitch Report. 

On January 29, Fitch updated its private student loan ABS criteria.  Fitch Report. 

On January 28, S&P requested comments on its project finance methodology.  S&P Release.

Rating Agency Developments

On February 4, Fitch published global rating criteria for non-performing loan securitizations. Fitch Release. Fitch Report.

On February 3, Moody’s updated its approach to rating wireless towers-backed securitizations. Moody’s Report.

On February 2, Fitch published an exposure draft introducing its new rating model for determining losses on pools of newly originated U.S. residential loans. Fitch Release.

On January 31, Fitch published a report on U.S. residential and small balance commercial mortgage servicer rating criteria. Fitch Release. Fitch Report.

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