This page provides an overview of links to the credit rating methodologies with respect to structured finance. Please note that for some of the documents a (free or paid) subscription is required.

DBRS

• Rating European Consumer and Commercial Asset-Backed Securitisations
• Unified Interest Rate Model for European Securitisations
• Master European RMBS Methodology
• Operational Risk Assessment for European RMBS Servicers
• Swap Criteria for European Structured Finance Transactions
• Legal Criteria for European Structured Finance Transactions

Fitch

• Deposit Set-Off for EU Structured Finance and Covered Bonds
• Netherlands: Portfolio Review
• Criteria Addendum: Netherlands - Residential Mortgage Assumptions
• Global Structured Finance & Covered Bonds Rating Criteria Hierarchy
• Counterparty Criteria for Structured Finance and Covered Bonds
• Counterparty Criteria for Structured Finance and Covered Bonds: Derivative Addendum
• Impact of Dutch Sovereign Risk on NHG-backed RMBS - Ratings Resilient to Sovereign Downgrades
• Frequently Asked Question on Dutch RMBS
• Global Consumer ABS Rating Criteria

Moody's Investors Service

• Moody's Approach to Rating RMBS Using the MILAN Framework - March 2014
• Approach to Assessing Swap Counterparties in Structured Finance Cash Flow Transactions - November 2013
• Moody's Approach to Assessing Set-off Risk for EMEA Securitisation and Covered Bonds Transactions - October 2013
• Moody's Enhanced Approach to Originator Assessments in RMBS Transactions - May 2013
• Cash Commingling Risk in EMEA ABS and RMBS Transactions: Moody's Approach - November 2006
• Moody's Approach to Rating Consumer Loan-Backed ABS - September 2014
• Moody's Approach to Rating Auto Loan-Backed ABS - May 2013
• Moody's Global Approach to Rating SME Balance Sheet Securitizations
• Moody's Bank rating Methodology: Analytical Approach in Brief (March 2015)
• Moody's Bank Rating Methodology Overview (March 2015)

Standard & Poor's

• Methodology For Assessing The Support From The NHG Guarantee In Dutch RMBS Transactions - 12 Februari 2014
• Dutch RMBS Index Report Q2 2017 -  September 12, 2017
• 2015 Annual Global Structured Finance Default Study And Rating Transitions (June 27, 2016)
• 2015 Annual European Structured Finance Default Study And Rating Transitions (August 15, 2016)
• Seven Years On, The Cumulative Default Rate For European Structured Finance Is Only 1.6% (August 26, 2014)
• 2015 EMEA RMBS Scenario And Sensitivity Analysis (August 6, 2015)
• Dutch RMBS Methodology And Assumptions (December 24, 2105)
• Dutch RMBS Criteria Update Has A Limited Negative Rating Impact (July 21, 2016)