DBRS Morningstar

Rating Agency Developments (May 8 – May 22)

 

On May 22, KBRA published a report titled Coronavirus (COVID-19): RMBS Forbearance and Delinquency Trends. Report.

On May 19, KBRA published a report titled Coronavirus (COVID-19): CARES Act Offers Lifeline to Transit Systems but Is No Panacea. Report.

On May 19, DBRS Morningstar published an updated ratings methodology titled Operational Risk Assessment for U.S. ABS Originators. Methodology.

On May 15, Moody’s published an updated ratings methodology titled Approach to Rating US and Canadian Conduit/Fusion CMBS. Methodology.

On May 15, Moody’s published an updated ratings methodology titled Moody’s Approach to Rating Securities Backed by FFELP Student Loans. Methodology.

On May 15, Moody’s published an updated ratings methodology titled Moody’s Global Approach to Rating Auto Loan- and Lease-Backed ABS. Methodology

On May 13, DBRS Morningstar published a new criteria article titled Rating U.S. Retail Auto Loan Securitizations. Methodology.

On May 13, DBRS Morningstar published a new criteria article titled Rating European Non-Performing Loans Securitizations. Methodology.

On May 13, Fitch published a new article titled Exposure Draft: Global Structured Finance Rating. Criteria.

On May 11, Fitch published a new criteria article titled U.S. RMBS Rating. Criteria.

On May 8, DBRS Morningstar published a new criteria article titled U.S. Reverse Mortgage Securitization Ratings. Methodology.

Rating Agency Developments (April 23 – May 6)

 

On May 6, Fitch published its updated Future Flow Securitization Rating. Criteria.

On May 4, DBRS Morningstar published its updated Assessing U.S. RMBS Pools Under the Ability-to-Repay Rules. Methodology.

On May 1, Moody’s published its updated Tobacco Settlement Revenue Securitizations. Methodology.

On May 1, Moody’s published its updated US Tax Lien-Backed Securitizations. Methodology.

On April 28, KBRA published an article entitled Coronavirus (COVID-19): CMBS Special Servicing and Watchlist Trends. Report.

On April 27, DBRS Morningstar published an updated version of Rating and Monitoring Covered Bonds. Methodology.

On April 27, DBRS Morningstar published an updated version of Rating and Monitoring Covered Bonds Addendum: Market Value Spreads. Methodology.

On April 27, Moody’s published its updated Structured Settlement Securitizations. Methodology.

On April 24, Moody’s published its updated Non-Performing and Re-Performing Loan Securitizations. Methodology.

On April 23, Fitch published its updated Credit Card ABS Rating. Criteria.

On April 23, KBRA published an article entitled Coronavirus (COVID-19): Private Corporate Credit Market Poised for Resiliency. Report.

Rating Agency Developments

 

On April 27, KBRA published a report titled Public Finance: Coronavirus (COVID-19): Municipal Issuers’ Virus-Related Voluntary Disclosures Trend Up. Report.

On April 21, Moody’s published its revised approach to rating U.S. RMBS using the MILAN Framework. Methodology.

On April 20, KBRA published a report titled Public Finance: Coronavirus (COVID-19): Sales Tax Bonds Under Surveillance. Report.

On April 17, S&P published its revised methodology and assumptions for rating U.S. RMBS issued in 2009 or later. Methodology.

On April 16, KBRA published a report titled CMBS: Coronavirus (COVID-19): CRE Recovery Clues From the Great Recession and China. Report.

On April 15, KBRA published a report titled Public Finance: Coronavirus (COVID-19): Fed Provides Vital Assistance to State and Local Governments. Report.

On April 15, Fitch published an article titled Exposure Draft: U.S. RMBS Coronavirus-Related Analytical Assumptions. Criteria.

On April 15, DBRS Morningstar published its methodology for Currency Stresses for Global Structured Finance Transactions. Methodology.

On April 14, Moody’s published its methodology for Fleet Lease Securitizations. Methodology.

On April 13, DBRS Morningstar published its methodology for Rating Structured Aircraft Transactions. Methodology.

On April 10, Moody’s published its methodology for Reverse Mortgage Securitizations. Methodology.

On April 10, Moody’s published its methodology for Resecuritizations. Methodology.

On April 10, Fitch published its criteria for CMBS Large Loan Rating. Criteria.

Rating Agency Developments

 

On April 3, Moody’s published its Operating Company Securitizations. Methodology.

On April 3, KBRA published a report titled CMBS: Coronavirus (COVID-19): Multifamily Update – Bracing for Forbearance. Report.

On April 2, KBRA published a report titled Structured Credit: Coronavirus (COVID-19): KBRA U.S. BSL CLO Rating Sensitivity Analysis. Report.

On April 1, DBRS Morningstar published its U.S. Residential Mortgage-Backed Securities Model and Ratings. Methodology.

On March 31, DBRS Morningstar published its U.S. ABS General Ratings. Methodology.

Rating Agency Developments

 

On March 31, KBRA published a report titled Coronavirus (COVID-19): Impact of Federal Stimulus on Securitizations Backed by Consumer Receivables. Report.

On March 30, KBRA assigned ratings for the Carvana Auto Receivables Trust 2020-N1 transaction. Release.

On March 30, KBRA assigned ratings for the CSAIL 2020-C19 transaction. Release.

On March 24, KBRA assigned ratings to the BMARK 2020-B17 transaction. Release.

On March 20, DBRS Morningstar published its Global Structured Finance Related Methodologies criteria. Methodology.

On March 19, KBRA assigned ratings to the Progress Residential 2020-SFR1 transaction. Release.

On March 19, KBRA published a new issue report for the Sequoia Mortgage Trust 2020-3 transaction. Report.

On March 19, KBRA published a new issue report for the First Investors Auto Owner Trust 2020-1 transaction. Report.

On March 19, DBRS Morningstar published its U.S. ABS General Ratings Methodology criteria. Methodology.

On March 18, Fitch published its U.S. Auto Loan ABS Rating. Criteria.

On March 18, Fitch published its U.S. Auto Lease ABS Rating. Criteria.

On March 18, DBRS Morningstar published its Rating Canadian ABCP and Related Enhancement Features. Methodology.

On March 13, DBRS Morningstar published its European RMBS Insight: Greek Addendum. Methodology.

On March 13, DBRS Morningstar published its European RMBS Insight: Dutch Addendum. Methodology.

On March 12, Fitch published its RMBS Lenders’ Mortgage Insurance Rating. Criteria.