DBRS Updates Canadian Master Trust Transaction Summary 24

DBRS Limited (DBRS) released an updated transaction summary report providing details of Canadian Master Trust, Series A Notes, Transaction 24, which consists of a portfolio of conventional residential mortgages originated by a large mortgage finance company operating in Canada, as part of DBRS’s ongoing efforts to increase the transparency of reporting asset-backed commercial paper conduit activity. The update reflects amendments to Transaction 24, including no longer permitting the purchase of insured mortgages.

Notes:
The principal methodologies are Rating Canadian Residential Mortgages, Home Equity Lines of Credit and Reverse Mortgages, Rating Canadian ABCP and Related Enhancement Features, Legal Criteria for Canadian Structured Finance, Derivatives Criteria for Canadian Structured Finance and Operational Risk Assessments for Canadian Structured Finance, which can be found on dbrs.com under Methodologies.

The full report providing additional analytical detail is available by clicking on the link under Related Documents below or by contacting us at info@dbrs.com.