U.S. RMBS surveillance

Rating Agency Developments

, and Posted on

On June 1, DBRS released its RMBS Insight 1.2:  U.S. Residential Mortgage-Backed Securities Model and Rating Methodology.  Report.

On June 1, Fitch released its U.S. RMBS Surveillance and Re-REMIC Criteria.  Report.

On June 1, Moody’s issued RMBS Rating Methodology Supplement – Israel.  Report.

On June 1, S&P issued Revised Assumptions For Rating U.S. RMBS Prime, Alternative-A, And Subprime Loans Incorporated Into LEVELS Version 7.4.3, effective immediately.  Report.

On June 1, S&P issued Revised U.S. Residential Mortgage Input File Format, Glossary, And Appendices To The Glossary For LEVELS Version 7.4.3, effective immediately.  Report.

On June 2, Fitch released its State Housing Finance Agencies:  MBS Pass-Through Bond Rating Criteria.  Report.

On June 3, Fitch released its Criteria for Rating U.S. Timeshare Loan ABS.  Report.

On June 5, Fitch released its U.S. Nonprofit Institutions Rating Criteria.  Report.

On June 5, S&P released its Global Container Lease-Backed ABS Methodology And Assumptions.  Report.

Rating Agency Developments

Posted on

On July 12, S&P updated its methodology for fees, expenses, and indemnification. S&P Report.

On July 11, Fitch updated its global surveillance criteria for trust preferred CDOs. Fitch Report.

On July 11, S&P released its methodology for public and nonprofit social housing. S&P Release.

On July 10, DBRS released its capital call lending facility criteria. DBRS Report.

On July 9, S&P requested comments, due by September 9, on its insurer rating methodology. S&P Release.

On July 6, Fitch updated its U.S. RMBS surveillance criteria. Fitch Report.

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