Press Release

DBRS Releases Subscription Loan (Capital Call) Methodology

ABCP, Structured Credit
November 20, 2009

DBRS has today released its Subscription Loan (Capital Call) Methodology. The methodology gives an overview of the key risk factors when assessing the overall risk profile of the capital call lending facilities.

Capital call lending facilities that lend to Private Equity Funds have primarily been ABCP conduits and Bank Lines of Credit. DBRS will rate to the ultimate payment of P&I on such facilities.

DBRS criteria and methodologies are publicly available on its website www.dbrs.com under Methodologies.