Press Release

Morningstar DBRS Posts a Webinar Replay: Methodology Review–Collateralized Loan Obligations

Structured Credit
March 08, 2024

Morningstar DBRS has posted a replay of the methodology review webinar focused on Morningstar DBRS’ approach to rating collateralized loan obligations (CLOs). Presented by Jerry van Koolbergen, Glen Leppert, and Carlos Silva, the discussion showcased the new analytical approaches and material changes to the “Global Methodology for Rating CLOs and Corporate CDOs” (the CLO Methodology), including expansion in approaches to address reinvestment broadly syndicated loan (BSL) CLOs and middle market or private credit (MM) CLOs.

In October 2023, Morningstar DBRS finalized the CLO Methodology and Morningstar DBRS CLO Insight Model. Morningstar DBRS uses both to assign new credit ratings and monitor outstanding collateralized loan obligation (CLO) credit ratings globally. The methodology update introduced analytical approaches to address specific CLO transactions’ characteristics, such as static CLOs, BSL CLOs, and MM CLOs.

To listen to the replay, click here:

https://www.brighttalk.com/webcast/15677/607840?utmsource=MPR&utmmedium=DBRS&utmcampaign=607840&utmid=701Ql000009QS6nIAG

Morningstar DBRS uses BrightTALK to host its webinars. There is a free one-time registration required with BrightTALK to access the platform.

If you are unable to join the webinar live, a replay will be available at the same link listed above.

Notes:
For more information on this credit or on this industry, visit dbrs.morningstar.com or contact us at Info-DBRS@morningstar.com.

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