DBRS Publishes Unified Interest Rate Model Methodology for U.S. RMBS Transactions

DBRS has today published its Unified Interest Rate Model methodology for U.S. RMBS transactions. The purpose of the DBRS Unified Interest Rate Model is to provide a consistent platform for the application of interest rate stresses to be applied across all U.S. RMBS rating requests. As such, the platform generates upwards and downwards stresses for such diverse interest rates as US LIBOR, CP, PRIME, CMT and MTA.

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