Press Release

DBRS Morningstar Publishes Updated Master European Structured Finance Surveillance Methodology

ABCP, Auto, RMBS
February 08, 2021

DBRS Morningstar published an updated version of its “Master European Structured Finance Surveillance Methodology”.

DBRS Morningstar has conducted a periodic review of its “Master European Structured Finance Surveillance Methodology”. This update supersedes the previous version published on 22 April 2020 and is effective as of 8 Feburary 2021. DBRS Morningstar deems the update not to be material and has determined that no ratings are expected to change as a result of this update.

Notes:
A description of how DBRS Morningstar considers ESG factors within the DBRS Morningstar analytical framework can be found in the DBRS Morningstar Criteria: Approach to Environmental, Social, and Governance Risk Factors in Credit Ratings at: https://www.dbrsmorningstar.com/research/373262.

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].