DBRS Morningstar Publishes Updated Modelling Assumptions for Portfolios of Public Sector Exposures Methodology

DBRS Morningstar published an updated version of its “Modelling Assumptions for Portfolios of Public Sector Exposures” methodology on 12 August 2020.

DBRS Morningstar has conducted a periodic review of “Modelling Assumptions for Portfolios of Public Sector Exposures”.

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 29 August 2019 and is effective as of 12 August 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].