DBRS Morningstar Publishes Updated Methodology for Interest Rate Stresses for U.S. Structured Finance Transactions

DBRS Morningstar published an updated version of Interest Rate Stresses for U.S. Structured Finance Transactions (June 4, 2020).

DBRS Morningstar has conducted a periodic review of Interest Rate Stresses for U.S. Structured Finance Transactions.

No material changes to the methodology were made. Accordingly, no ratings are expected to change as a result of this update.

This update supersedes the previous version published on June 6, 2019, and is effective as of June 4, 2020.

Notes:
For more information regarding rating methodologies and Coronavirus Disease (COVID-19), please see the following DBRS Morningstar press release: https://www.dbrsmorningstar.com/research/357883.

For more information regarding structured finance rating methodologies and Coronavirus Disease (COVID-19), please see the following DBRS Morningstar press release: https://www.dbrsmorningstar.com/research/358308.

DBRS Morningstar methodologies are publicly available on its website www.dbrsmorningstar.com under Methodologies & Criteria.

For more information on this methodology or on this industry, visit www.dbrsmorningstar.com or contact us at [email protected].