counterparty criteria

Rating Agency Developments

On May 17, DBRS released its criteria for rating market-linked securitiesDBRS 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 bondsFitch ReportFitch Report (Derivative Addendum)

Note: Free registration is required for rating agency releases and reports.