Master U.S. ABS Surveillance Methodology

Rating Agency Developments

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On May 3, 2016, DBRS published its rating methodology for pooled aircraft lease securitizations. Report.

On May 3, 2016, DBRS published its master U.S. ABS surveillance methodology. Report.

On May 3, 2016, S&P published its rating methodology for counterparty instruments. Report.

On April 29, 2016, Moody’s updated its rating methodology for global title insurers. Report.

On April 29, 2016, Moody’s updated its rating methodology for global reinsurers. Report.

On April 29, 2016, Moody’s updated its rating methodology for financial guarantors. Report.

On April 29, 2016, Moody’s updated its rating methodology for global trade credit insurers. Report.

On April 29, 2016, Moody’s updated its rating methodology for global life insurers. Report.

On April 29, 2016, Moody’s updated its rating methodology for global property and casualty insurers. Report.

On April 29, 2016, Moody’s updated its rating methodology for mortgage insurers. Report.

On April 29, 2016, Moody’s updated its rating methodology for U.S. health insurance companies. Report.

On April 29, 2016, DBRS published its rating methodology for Canadian structured finance transactions. Report.

Rating Agency Developments

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On April 7, DBRS released its Cash Flow Assumptions for Corporate Credit Securitizations Methodology. Report.

On April 7, DBRS released its Rating CLOs and CDOs of Large Corporate Credit Methodology. Report.

On April 7, Fitch released its Updated Global Structured Finance & Covered Bonds Criteria Hierarchy. Report.

On April 6, Fitch updated its U.S. RMBS Cash Flow Analysis Criteria. Report.

On April 6, S&P released its Rating Methodology And Assumptions For Global CMBS. Report.

On April 2, DBRS added a Film Rights Appendix to its DBRS Master U.S. ABS Surveillance Methodology. Report.

On April 2, DBRS released its Rating U.S. Film Rights Securitization Methodology. Report.

On April 1, Moody’s updated its Rating Methodology for Mortgage Insurers. Report.

On March 30, S&P released its Ireland RMBS Methodology And Assumptions, effective April 13, 2015. Report.

 

 

 

 

Rating Agency Developments

Posted on

On January 29, DBRS released its proposed Master U.S. ABS Surveillance Methodology which provides an overview of surveillance procedures and insight into the credit philosophy DBRS utilizes to monitor the performance of transactions it has rated.  Comments are requested on or before February 26.  DBRS Release.  DBRS Methodology. 

On February 4, Moody’s re-evaluated the assumptions it uses to rate auto lease ABS in Europe, the Middle East, and Africa (EMEA) exposed to residual value (RV) risk.  Moody’s Release. 

On, February 1, Moody’s clarified its approach for providing a post-closing rating for structured finance securities. This report was published in light of the increased interest in that process following the amendment by the European Central Bank (ECB) of its eligibility criteria for structured finance securities for Eurosystem credit operations.  Moody’s Report. 

On February 1, S&P changed its loss assumptions for credit stress testing U.S. financial institutions.  S&P Release.

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