Press Release

DBRS Discontinues and Withdraws Rating on Interest Rate Swap Payment Relating to J.P. Morgan Chase Bank, N.A. RMBS Transaction

RMBS
February 02, 2016

DBRS, Inc. (DBRS) has today discontinued the rating on the following potential interest rate swap termination payment because of an expiration of the swap without a Failure to Pay Default occurring.

-- Interest rate swap between CWABS Asset-Backed Certificates Trust 2007-10 and J.P. Morgan Chase Bank, N.A. rated AAA (sf) is now Discontinued - Withdrawn.

Notes:
The applicable methodologies are U.S. RMBS Surveillance Methodology and RMBS Insight 1.2: U.S. Residential Mortgage-Backed Securities Model and Rating Methodology, which can be found on our website under Methodologies.

These ratings are endorsed by DBRS Ratings Limited for use in the European Union.

For more information on this credit or on this industry, visit www.dbrs.com or contact us at info@dbrs.com.

Ratings

  • US = Lead Analyst based in USA
  • CA = Lead Analyst based in Canada
  • EU = Lead Analyst based in EU
  • UK = Lead Analyst based in UK
  • E = EU endorsed
  • U = UK endorsed
  • Unsolicited Participating With Access
  • Unsolicited Participating Without Access
  • Unsolicited Non-participating

ALL MORNINGSTAR DBRS RATINGS ARE SUBJECT TO DISCLAIMERS AND CERTAIN LIMITATIONS. PLEASE READ THESE DISCLAIMERS AND LIMITATIONS AND ADDITIONAL INFORMATION REGARDING MORNINGSTAR DBRS RATINGS, INCLUDING DEFINITIONS, POLICIES, RATING SCALES AND METHODOLOGIES.