On June 16, Fitch released a report discussing loss mitigation and modification efforts, including both HAMP and non-HAMP modifications, undertaken by RMBS servicers. Fitch Report.

On June 14, S&P published capitalization rate assumptions and updated its methodology for evaluating the CMBS collateral typically included in U.S. CMBS transactions that it rates. S&P Release (capitalization rate assumptions). S&P Release (methodology). 

On June 11, Moody’s updated its methodology for rating insurance trust preferred security CDOs, and U.S. bank trust preferred security CDOs. Moody’s Release (insurance trust preferred security CDOs). Moody’s Release (U.S. bank trust preferred security CDOs).

On June 17, S&P provided its methodology and assumptions for assessing primary mortgage insurance in Mexican RMBS. S&P Release.

Note: Free registration is required for Fitch, S&P and Moody’s releases and reports.