Morningstar DBRS Publishes Updated Global Methodology for Interest Rate Stresses for U.S. Structured Finance Transactions

DBRS Morningstar published an updated version of “Interest Rate Stresses for U.S. Structured Finance Transactions” (the Methodology).

DBRS Morningstar has conducted a periodic review of the Methodology. This update supersedes the previous version published on June 9 2023, and is effective as of February 26, 2023. 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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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].