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
• Interest Rate Stresses for European Structured Finance Transactions
• Master European RMBS Methodology
• Operational Risk Assessment for European Structured Finance Originators
• Operational Risk Assessment for European Structured Finance Servicers
• Derivative Criteria for European Structured Finance Transactions
• Legal Criteria for European Structured Finance Transactions
• DBRS Expected Loss Ratings

Fitch

• Netherlands – Full Rating Report
• European RMBS Rating Criteria
• Global Structured Finance Rating Criteria
• Structured Finance and Covered Bonds Counterparty Rating Criteria
• Structured Finance and Covered Bonds Counterparty Rating Criteria: Derivative Addendum
• Structured Finance and Covered Bonds Interest Rate Stresses Rating Criteria
• Fitch's Interest Rate Stress Assumptions for Structured Finance and Covered Bonds - Excel File
• Capturing Environmental, Social and Governance Risk in Credit Ratings
• Deposit Set-Off for EU Structured Finance and Covered Bonds
• 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 (September 2017)
• Moody's Approach to Assessing Counterparty Risks in Structured Finance (26 July 2017) 
• Moody's Global Approach to Rating Auto Loan- and Lease-Backed ABS (06 October 2016)
• Moody's Global Approach to Rating SME Balance Sheet Securitizations (31 August 2017)
• Moody's Approach to Rating Consumer Loan-Backed ABS (September 2015)
• Moody's Bank rating Methodology: Analytical Approach in Brief (March 2015)
• Moody's Bank Rating Methodology Overview (January 2016)

Standard & Poor's

• Methodology For Assessing Mortgage Insurance And Similar Guarantees And Supports In Structured And Public Sector Finance and Covered Bonds (December 7, 2014)
• Dutch RMBS Index Report Q4 2017 (March 1, 2018)
• 2016 Annual Global Structured Finance Default Study and Rating Transitions (May 9, 2017)
• 2016 Annual European Structured Finance Default Study and Rating Transitions (August 16, 2017)
• 2015 Annual Global Structured Finance Default Study And Rating Transitions (June 27, 2106)
• 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, 2015)
• Dutch RMBS Criteria Update Has A Limited Negative Rating Impact (July 21, 2016)