U.K. RMBS

Rating Agency Developments

On December 9, Moody’s requested comment on proposed changes to its methodology for its RMBS collateral analysis model (MILAN). Moody’s Report.

On December 9, Moody’s requested comment on a framework for stressing house prices in RMBS transactions in EMEA. Moody’s Report.

On December 9, S&P released its U.K. RMBS methodology and assumptions. S&P Release.

On December 9, S&P provided its outlook assumptions for the U.K. residential mortgage market. S&P Release.

On December 9, S&P requested comment on its proposed methodology for assessing when a guarantor’s failure to honor a payment obligation would constitute a default and how this default would affect the guarantor’s issuer credit rating. S&P Release.

On December 8, S&P requested comment on updates to its criteria for assessing temporary investments in rated securities. S&P Release.

On December 6, DBRS released its master U.S. ABS surveillance methodology. DBRS Methodology.

On December 6, DBRS released its U.S. structured settlement ABS methodology. DBRS Methodology.

On December 5, Fitch updated its U.S. residential mortgage servicer advance receivable trust rating criteria. Fitch Report.

On December 5, Fitch updated its criteria for U.S. wireless tower transactions. Fitch Report.

On December 2, Moody’s released its fundamentals of credit analysis for lease-backed municipal obligations. Moody’s Report.

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Rating Agency Developments

On September 15, S&P requested comment on proposed changes to its methodology and assumptions for U.K. RMBS. S&P Release.

On September 15, Fitch updated its CDO cash flow analysis rating criteria. Fitch Release.

On September 15, Fitch updated is criteria for rating global rental fleet ABS transaction. Fitch Release.

On September 15, Fitch updated its criteria for aircraft Enhanced Equipment Trust Certificates (EETCs). Fitch Release.

On September 14, Moody’s provided its approach to rating auto lease securitizations. Moody’s Report.

On September 14, S&P revised its U.S. credit card ABS assumptions for establishing rating-specific stress scenario purchase and payment rate modeling parameters. S&P Release.

Note: Free registration is required for Fitch, S&P and Moody’s releases and reports.