DBRS Morningstar Publishes Updated Currency Stresses for Global Structured Finance Transactions Methodology

DBRS Morningstar published an updated version of its “Currency Stresses for Global Structured Finance Transactions” methodology.

DBRS Morningstar has conducted a periodic review of its “Currency Stresses for Global Structured Finance Transactions” methodology. This update supersedes the previous version published on 15 April 2020 and is effective as of 18 February 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.

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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.

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