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
- Common RMBS Rating Methodology – Request for Comment – August 12, 2022
- Legal Criteria for European Structured Finance Transactions – July 22, 2022
- Rating European Structured Finance Transactions Methodology – July 15, 2022
- Master European Residential Mortgage-Backed Securities Rating Methodology and Jurisdictional Addenda – July 8. 2022
- 2021 DBRS Morningstar Structured Finance Rating Transition and Default Study – April 22, 2022
- European RMBS Insight Methodology – March 28, 2022
- European RMBS Insight: Dutch Addendum – March 7, 2022
- Rating European Consumer and Commercial Asset-Backed Securitisations - October 29, 2021
- Rating European Trade Receivables Securitisation Transactions – November 2020
Fitch
- Consumer ABS Rating Criteria - August 8, 2022
- Structured Finance and Covered Bonds Counterparty Rating Criteria: Derivative Addendum - August 1, 2022
- Structured Finance and Covered Bonds Counterparty Rating Criteria - July 29, 2022
- European RMBS Rating Criteria - May 23, 2022
- Fitch Ratings Updates European RMBS Rating Criteria, Consolidating Netherlands Buy-To-Let RMBS Rating Criteria
- Fitch Updates EMEA Equity Release Mortgage Rating Criteria - May 9, 2022
- Fitch Ratings Publishes Netherlands Buy-to-Let RMBS Rating Criteria Exposure Draft - April 7, 2022
- Asset-Backed Commercial Paper Rating Criteria - February 28, 2022
- Global Structured Finance Rating Criteria - October 26, 2021
- Structured Finance and Covered Bonds Interest Rate Stresses Rating Criteria - September 20, 2021
- The Ratings Process - May 22, 2019
Moody's Investors Service
- Moody's Master List of All Rating Methodologies - August 12, 2022
- Moody’s Approach to Rating RMBS Using the MILAN Framework - July 7, 2022
- Moody’s Global Approach to Rating Auto Loan- and Lease-Backed ABS - July 7, 2022
- Moody’s Global Approach to Rating SME Balance Sheet Securitizations - July 7, 2022
- Moody’s Approach to Rating Consumer Loan-Backed ABS - July 7, 2022
- Moody’s Approach to Assessing Counterparty Risks in Structured Finance - June 28, 2022
- Banks Methodology - July 9, 2021
Standard & Poor's
- Methodology to derive stressed interest rates in structured finace - April 8, 2022
- Global Consumer ABS Methodology and Assumptions - March 31, 2022
- Global Auto ABS Methodology and Assumptions - March 31, 2022
- Economic Research: European Housing Inflation is here to stay - November 11, 2021
- Environmental, Social en Governance Principles in Credit Ratings - October 10, 2021