DBRS Morningstar Publishes Updated Operational Risk Assessment Methodology for European Originators

DBRS Morningstar published an update of its “Operational Risk Assessment for European Structured Finance Originators” methodology.

DBRS Morningstar has conducted a periodic review of its “Operational Risk Assessment for European Structured Finance Originators” methodology.

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 28 February 2020 and is effective as of 30 September 2020.

Notes:
A description of how DBRS Morningstar considers ESG factors within the DBRS Morningstar analytical framework and its methodologies can be found at:
https://www.dbrsmorningstar.com/research/357792.

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.dbrs.com under Methodologies & Criteria.

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