RMBS surveillance

Rating Agency Developments

On June 20, Moody’s released its methodology for assessing tail risk in Australian RMBS transactionsMoody’s Report.   

On June 19, Moody’s released its U.S. RMBS surveillance methodology.  Moody’s Report

On June 19, KBRA released its financial guaranty rating methodology.  KBRA Report

On June 18, Fitch released its criteria for rating future flow securitizationsFitch Report

On June 18, S&P released an advance notice of proposed criteria change for non-financial corporate issuersS&P Release

On June 17, Fitch released its criteria for rating thermal power projectsFitch Report

On June 14, Fitch released its criteria for rating letter of credit-supported bondsFitch Report

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Rating Agency Developments

On August 17, S&P updated its outlook assumptions for the U.K. residential mortgage market.  S&P Report. 

On August 15, Fitch updated its criteria for securities firms.  Fitch Report. 

On August 15, Fitch updated its financial institutions recovery ratings criteria. Fitch Report. 

On August 15, Fitch updated its criteria for market value structures.  Fitch Report. 

On August 15, Fitch updated its criteria for U.S. closed-end funds.  Fitch Report. 

On August 15, Fitch updated its global financial institutions master criteria.  Fitch Report. 

On August 14, Fitch updated its tax-supported rating criteria.  Fitch Report. 

On August 14, Fitch updated its non-financial corporate recovery ratings and notching criteria.  Fitch Report. 

On August 14, Fitch updated its global bond fund rating criteria.  Fitch Report.

On August 13, Moody’s updated its criteria for Mexican RMBS.  Moody’s Report.

On August 13, Fitch updated its sovereign rating criteria.  Fitch Report.

On August 13, Fitch updated is country ceilings criteria.  Fitch Report. 

On August 13, DBRS updated its stability ratings for Canadian structured income funds.  DBRS Report. 

On August 13, DBRS updated its criteria for Canadian split share companies and trusts.  DBRS Report. 

On August 10, Fitch updated is U.S. Re-REMIC criteria.  Fitch Report.

On August 10, Fitch updated is U.S. RMBS surveillance criteria.  Fitch Report.

On August 10, Fitch updated is U.S. RMBS loan loss model criteria.  Fitch Report.

On August 10, Fitch updated its structured finance servicing continuity risk criteria.  Fitch Report. 

On August 10, Fitch updated its criteria for analysis of CRE loans securing covered bonds.  Fitch Report. 

On August 10, Fitch updated its criteria for financial institution subsidiaries and holding companies.  Fitch Report.  

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