credit-linked notes

Rating Agency Developments

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On March 8, 2016, Fitch updated its global rating criteria for single- and multi-name credit-linked notes. Report.

On March 8, 2016, DBRS published its methodology for rating European covered bonds. Report.

On March 4, 2016, DBRS published its methodology for rating North American CMBS. Report.

On March 3, 2016, Fitch updated its rating criteria for pooled multifamily housing bonds. Report.

On March 3, 2016, Fitch updated its rating criteria for solar power projects. Report.

On March 3, 2016, DBRS published its methodology for rating public-private partnerships. Report.

On March 3, 2016, DBRS published its methodology for rating market-linked securities. Report.

On March 3, 2016, DBRS published its criteria for recovery ratings for non-investment grade corporate issuers. Report.

Rating Agency Developments

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On March 9, Moody’s released its updated methodology for rating privately-financed public infrastructure (PFI/PPP/P3) projects.  Report.

On March 9, Fitch released its updated criteria for rating single- and multi-name credit-linked notes.  Report.

On March 6, Moody’s released its updated methodology for rating trading companies (companies whose primary business involves trading commodities and/or goods) globally.  Report.

On March 6, DBRS released its updated methodology for rating public-private partnerships (PPPs).  Report.

 

Rating Agency Developments

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On February 21, Fitch published its global rating criteria for single- and multi-name credit-linked notes.  Fitch Report. 

On February 21, Fitch updated its criteria for solar power projects.  Fitch Report. 

On February 20, Fitch released a report on U.S. RMBS 2.0 representations and warranties.  Fitch Report.
 
On February 20, S&P released its 2013 interest rate scenarios for U.S. insurance risk-based capital model.  S&P Report. 

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On February 24, Moody’s updated its approach to rating U.S. resecuritized RMBS. Moody’s Report.

On February 24, Fitch updated its criteria for single- and multi-name credit-linked notes. Fitch Release. Fitch Report.

On February 24, Moody’s updated its methodology for analyzing set-off risk in Italian structured finance and covered bond transactions. Moody’s Release. Moody’s Report.

On February 23, Fitch updated its “Country-Specific Treatment of Recovery Ratings” corporate finance criteria report. Fitch Release. Fitch Report.

On February 23, Fitch issued criteria on global solar power projects. Fitch Release. Fitch Report.

On February 18, Fitch updated its U.S. commercial mortgage servicer ratings criteria. Fitch Release. Fitch Report.

On February 17, S&P requested comments on its proposal to extend the application of its structured finance counterparty methodology to corporate and government ratings. Comments must be submitted by March 3. S&P Release.

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