Fitch

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.

Rating Agency Developments

 

On March 18, KBRA published its Coronavirus (COVID-19): Consumer ABS Braces for Disruptions. Report.

On March 13, KBRA published its General Global Rating for Asset-Backed Securities. Methodology.

On March 13, KBRA published its Aviation ABS Global Rating. Methodology.

On March 13, KBRA published its Equipment Lease & Loan Global ABS Rating. Methodology.

On March 13, KBRA published its Project Finance Global Rating. Methodology.

On March 13, KBRA published its Structured Credit Global Rating. Methodology.

On March 12, KBRA published its Financial Guaranty Global Rating. Methodology.

On March 11, DBRS Morningstar published a report entitled: Mapping Financial Institution Internal Ratings to DBRS Morningstar Ratings for Global Structured Credit Transactions. Methodology.

On March 10, Fitch published its rating for Aircraft Operating Lease ABS. Criteria.

On March 9, DBRS Morningstar published its North American CMBS Multi-Borrower Rating. Methodology.

On March 9, Moody’s published its proposed update for rating TruPS CDOs. Methodology.

On March 6, DBRS Morningstar published its North American CMBS Surveillance. Methodology.

On February 19, DBRS Morningstar published its U.S. Federal Family Education Loan Program Securitizations. Criteria.

On February 18, Fitch published its U.S. Public Finance Letter of Credit-Supported Bonds and Commercial Paper Rating. Criteria.

Rating Agency Developments

 

On May 8, DBRS published its rating methodology for Public Universities. Methodology.

On May 7, Moody’s published its rating methodology for certain Nonprofit Organizations. Release.

On May 6, DBRS published its methodology for Master Canadian Structured Finance Surveillance. Release.

On May 6, Fitch published its rating criteria for Money Market Funds. Release.

On May 3, Moody’s published its rating methodology for Local Currency Country Risk Ceiling for Bonds and Other Local Currency Obligations. Release.

On May 2, Fitch published its Short-Term Ratings Criteria. Release.

On May 2, Fitch published its rating criteria for Global Structured Finance. Release.

 

Rating Agency Developments

 

On March 11, Moody’s issued a revised rating methodology for Transactions Backed by Trade Receivable Obligations. Methodology.

On March 8, Fitch issued criteria relating to Counterparty Risk Assessment in Relation to the Assessment of Creditworthiness of Structured Finance and Covered Bond Securities. Criteria.

On March 8, Moody’s issued a revised rating methodology for Collateralized Debt Obligations Backed by Trust Preferred Securities (TruPS CDOs). Methodology.

On March 8, Moody’s issued a revised rating methodology for Collateralized Debt Obligations Backed by Structured Finance Assets (SF CDOs). Methodology.

On March 8, Moody’s issued a revised rating methodology for Corporate Synthetic Collateralized Debt Obligations (CSOs). Methodology.

On March 8, Moody’s issued a revised global approach to rating Collateralized Loan Obligations (CLOs). Global Approach.

On March 7, Moody’s issued a revised rating methodology for Rental Fleet Securitizations. Methodology.

Rating Agency Developments

 

On February 20, DBRS published a report entitled: Rating Pooled Aircraft Lease Securitizations. Report.

On February 20, DBRS published a report entitled: Rating CLOs and CDOs of Large Corporate Credit. Report.

On February 15, Fitch published a report entitled: U.S. Public Finance Letter of Credit-Supported Bonds and Commercial Paper Rating Criteria. Report.

On February 15, Fitch published a report entitled: U.S. Public Finance Structured Finance Rating Criteria. Report.

Rating Agency Developments

 

On January 23, DBRS published its revised methodology for Operational Risk Assessment for European Structured Finance Servicers. Release.

On January 23, DBRS published its revised methodology for Operational Risk Assessment for European Structured Finance Originators. Release.

On January 23, DBRS published its methodology for Rating European Auto Wholesale Securitisations. Release.

On January 18, Fitch published a report entitled: Consumer ABS Rating Criteria – Residual Value Addendum. Release.

On January 18, Fitch published a report entitled: Consumer ABS Rating Criteria. Release.

On January 17, Kroll published a report entitled: European RMBS Rating Methodology Country Addendum: Republic of Ireland. Release.

Rating Agency Developments

 

On January 3, DBRS published a global rating methodology for Rating Life and P&C Insurance Companies and Insurance Organizations. Release.

On January 2, DBRS published its Master U.S. ABS Surveillance Methodology. Release.

On January 2, DBRS published its methodology for Structured Finance Flow-Through Ratings. Release.

On December 31, DBRS published its methodology regarding Legal Criteria for U.S. Structured Finance. Release.

On December 14, S&P issued a report entitled: RMBS: Reimbursement Curves for Servicer Advance Securitizations Backed by U.S. Residential Mortgage Loan Advance Receivables. Release.

On December 14, Fitch issued a report entitled: Fitch Updates U.S. State Housing Finance Agencies: Pooled Multifamily Housing Bonds Rating Criteria. Release.

On December 13, DBRS issued a report entitled: Operational Risk Assessment for U.S. ABS Originators. Release.

On December 13, Fitch issued a report entitled: Fitch Updates U.S. RMBS Seasoned and Re-Performing Loan Criteria. Release.