Press Release

DBRS Discontinues Ratings on Interest Rate Swap Payments Relating to Barclays Bank RMBS Transactions

RMBS
January 30, 2017

DBRS, Inc. (DBRS) has today discontinued the ratings on the following potential interest rate swap termination payments because of the expiration of the swaps without a Failure to Pay Default occurring:

-- Potential Interest Rate Swap Termination Payment between BCAP LLC Trust 2007-AA1 and Barclays Bank PLC, previously rated AA (sf), is now Discontinued – Withdrawn.
-- Potential Interest Rate Swap Termination Payment between BCAP LLC Trust 2007-AA3 and Barclays Bank PLC, previously rated AA (sf), is now Discontinued – Withdrawn.

Notes:
The applicable methodologies are the 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.

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.

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