DBRS Publishes Updated Methodology: RMBS Insight: U.S. Residential Mortgage-Backed Securities Loss Model and Rating Methodology

DBRS, Inc. has today published an updated version of its methodology on RMBS Insight: U.S. Residential Mortgage-Backed Securities (RMBS) Loss Model and Rating Methodology. This methodology, effective as of the date of this press release, supersedes the previous methodology dated October 2011.

The cash flow analysis section of this methodology has been updated in order to include delinquency vectors to test the impact of triggers in stressed scenarios. The remainder of the methodology has no changes from the previously published version.

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