market-linked securities

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 April 23, Fitch released its updated criteria for rating operational risk of U.S. servicers of RMBS and small balance commercial securities.  Report.

On April 23, Fitch released its updated criteria for rating operational risk of servicers of various structured finance products, including RMBS, CMBS, and ABS.  Report.

On April 22, Moody’s released its rating methodology for monitoring scheduled amortization UK student loan-backed securities.   Report.

On April 21, Fitch released its updated criteria for analyzing trust-preferred CDOs.  Report.

On April 17, DBRS released its updated criteria for commercial paper liquidity support for non-bank issuers. Report.

On April 17, DBRS released its criteria for rating market-linked securities.  Report.

Rating Agency Developments

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On May 17, DBRS released its criteria for rating market-linked securities.  DBRS 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 bonds.  Fitch Report.  Fitch Report (Derivative Addendum). 

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Rating Agency Developments

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On June 20, Fitch updated its criteria for letter of credit-supported bonds. Fitch Report.

On June 20, DBRS released its criteria for market-linked securities. DBRS Report.

On June 20, DBRS released its criteria for representations, warranties, covenants, and events of default in trust indentures. DBRS Report.

On June 20, DBRS released its criteria for guarantees and other forms of explicit support. DBRS Report.

On June 20, DBRS released its criteria for Canadian bankruptcy and restructuring legal considerations. DBRS Report.

On June 20, Fitch updated its availability-based infrastructure project rating criteria. Fitch Report.

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