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 - January 13, 2020
- European RMBS Insight Methodology - April 12, 2018
- European RMBS Insight: Dutch Addendum - April 30, 2019
- DBRS Expected Loss Ratings - December 10, 2018
- Rating CLOs Backed by Loans to European SMEs - July 8, 2019
- Legal Criteria for European Structured Finance Transactions - September 11, 2019
Fitch
- European RMBS Rating Criteria - December 22, 2020
- Asset-Backed Commercial Paper Rating Criteria - December 14, 2020
- Structured Finance and Covered Bonds Interest Rate Stresses Rating Criteria - December 13, 2020
- Consumer ABS Rating Criteria - November 12, 2020
- Netherlands, Full Rating report - November 3, 2020
- Global Structured Finance Rating Criteria - June 17, 2020
- Structured Finance and Covered Bonds Counterparty Rating Criteria - January 29, 2020
- Structured Finance and Covered Bonds Counterparty Rating Criteria: Derivative Addendum - January 29, 2020
- Uneven IBOR Progress Leaves Key Uncertainties for Structured Finance - October 1, 2019
- The Ratings Process - May 22, 2019
Moody's Investors Service
- Moody’s Approach to Rating RMBS Using the MILAN Framework - December 22, 2020
- Moody’s Global Approach to Rating Auto Loan- and Lease-Backed ABS - December 17, 2020
- Moody’s Global Approach to Rating SME Balance Sheet Securitizations - May 20, 2020
- Moody’s Approach to Rating Consumer Loan-Backed ABS - July 27, 2020
- Banks Methodology – March 25, 2021
- Moody’s Master List of All Rating Methodologies lasted updated - January 28, 2020
- Moody’s Approach to Assessing Counterparty Risks in Structured Finance - June 5, 2020
Standard & Poor's
- Guidance | Criteria | Structured Finance | RMBS: Guidance: Principles For Rating Debt Issues Based On Imputed Promises
- Webcast Replay: Proposed Changes to Dutch, French and Belgian RMBS Methodology - July 9, 2019
- Credit FAQ: Understanding S&P Global Ratings' Global RMBS Criteria - June 7, 2019
- Comments Requested On Proposed Expansion Of The Global RMBS Criteria To Include The Netherlands, Belgium, And France - June 3, 2019
- Guidance: Counterparty Risk Framework: Methodology And Assumptions - March 8, 2019
- Criteria: Incorporating Sovereign Risk In Rating Structured Finance Securities: Methodology And Assumptions - January 30, 2019
- Guidance: Incorporating Sovereign Risk In Rating Structured Finance Securities: Methodology And Assumptions - January 30, 2019
- RFC Process Summary: Incorporating Sovereign Risk In Rating Structured Finance Securities: Methodology And Assumptions - January 30, 2019
- Criteria | Structured Finance | RMBS: Global Methodology And Assumptions: Assessing Pools Of Residential Loans - January 25, 2019
- Guidance: Global Methodology And Assumptions: Assessing Pools Of Residential Loans - January 25, 2019