DBRS Morningstar Posts Podcast Episode 10 on Revision of Our Approach to Residual Value Risk

In this episode of DBRS Morningstar’s “European Securitisation Insights” podcast, Mudasar Chaudhry, Head of European Structured Finance Research, is joined by Paolo Conti, Head of European ABS, to discuss the proposed updates to DBRS Morningstar’s "Rating European Consumer and Commercial Asset-Backed Securitisations" methodology. Speakers shared thoughts on what residual value (RV) risk is and why it matters in European ABS transactions. The proposed updates to the methodology relate to a revision of our approach to RV risk and the application of stresses to salary assignment loans. In particular, our revised approach provides for the incorporation of dependency on the remaining term.

The proposed “Rating European Consumer and Commercial Asset-Backed Securitisations” methodology is available on DBRS Morningstar’s website at the following link: https://www.dbrsmorningstar.com/research/420356/dbrs-morningstar-requests-comments-on-proposed-methodology-for-rating-european-consumer-and-commercial-asset-backed-securitisations.

PODCAST DETAILS
(1) Click on the following link or copy and paste it into your web browser to replay the podcast: https://european-securitisation-insights.simplecast.com/.

(2) App store links:
-- Apple Podcasts: https://podcasts.apple.com/us/podcast/european-securitisation-insights/id1676474553
-- Spotify: https://open.spotify.com/show/2qDHc0QPPQKbtoFqv34sgh
-- Amazon: https://music.amazon.com/podcasts/d533dec3-9a37-4f58-9edd-312bedb7f2aa/european-securitisation-insights
-- Google: https://podcasts.google.com/feed/aHR0cHM6Ly9mZWVkcy5zaW1wbGVjYXN0LmNvbS9fRkFYclRjdg

For questions regarding this event, please contact [email protected].

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