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Interest Rate Stresses for European Structured Finance Transactions (Archived)
Auto, RMBS, Structured CreditAvailable Documents
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Press Release:
- Morningstar DBRS Confirms Credit Ratings on Noria 2023
- Morningstar DBRS Confirms Credit Ratings on CFHL-2 2015
- Morningstar DBRS Confirms Credit Rating on Ortles 21 S.r.l.
- Morningstar DBRS Confirms Credit Ratings on Proteus RMBS DAC
- Morningstar DBRS Downgrades Credit Ratings on 2Worlds S.r.l.
- Morningstar DBRS Confirms Credit Ratings on IM BCC Cajamar 2 FT
- Morningstar DBRS Confirms Credit Rating on Bumper NL 2023-1 B.V.
- Morningstar DBRS Confirms Credit Rating on FCT Pulse France 2022
- Morningstar DBRS Assigns Credit Rating to Ophelia Master SME FCT
- Morningstar DBRS Confirms Credit Ratings on Dilosk RMBS No. 5 DAC
- Morningstar DBRS Confirms Credit Ratings on Sabadell Consumo 2 FT
- Morningstar DBRS Confirms Credit Rating on FCT Bpifrance SME 2019-1
- Morningstar DBRS Downgrades Credit Ratings on BCC NPLs 2019 S.r.l.
- Morningstar DBRS Upgrades Credit Rating on Caixabank Leasings 3, FT
- Morningstar DBRS Upgrades and Confirms Credit Ratings on Noria 2021
- Morningstar DBRS Confirms Credit Rating on Credico Finance 16 S.r.l.
- Morningstar DBRS Confirms Credit Ratings on Aragorn NPL 2018 S.r.l.
- Morningstar DBRS Confirms Credit Ratings on Autonoria Spain 2023, FT
- Morningstar DBRS Confirms Credit Ratings on Canterbury Finance 5 PLC
- Morningstar DBRS Confirms Credit Ratings on Clavel Residential 3 DAC
- Morningstar DBRS Confirms Credit Ratings on Leone Arancio RMBS S.r.l
- Morningstar DBRS Upgrades Credit Rating on Valsabbina SME 3 SPV S.r.l.
- Morningstar DBRS Confirms Credit Rating on FCT Cars Alliance DFP France
- Morningstar DBRS Upgrades and Confirms Credit Ratings on BEST 2010 B.V.
- Morningstar DBRS Confirms Credit Ratings on aZul Master Credit Cards DAC
- Morningstar DBRS Upgrades and Confirms Credit Ratings on FT RMBS Prado IX
- Morningstar DBRS Confirms Credit Ratings on Popolare Bari NPLS 2016 S.r.l.
- Morningstar DBRS Confirms Credit Ratings on Three Spanish RMBS Transactions
- Morningstar DBRS Discontinues Credit Rating on Bumper UK 2021-1 Finance plc
- Morningstar DBRS Finalises Provisional Credit Ratings on Hermitage 2024 plc
- Morningstar DBRS Discontinues Credit Ratings on Quarzo S.r.l. - Series 2019
- Morningstar DBRS Upgrades Credit Ratings on Auto ABS Spanish Loans 2020-1 FT
- Morningstar DBRS Confirms Credit Ratings on Miravet 2019-1 and Miravet 2020-1
- Morningstar DBRS Assigns Provisional Credit Ratings to Brignole CQ 2024 S.r.l.
- Morningstar DBRS Confirms Credit Ratings on Dublin Bay Securities 2018-MA1 DAC
- Morningstar DBRS Upgrades and Confirms Credit Ratings on Dilosk RMBS No. 7 DAC
- Morningstar DBRS Assigns Provisional Credit Ratings to Fylde Funding 2024-1 PLC
- Morningstar DBRS Assigns Provisional Credit Ratings to Hera Financing 2024-1 DAC
- Morningstar DBRS Finalises Provisional Credit Ratings on Brignole CQ 2024 S.r.l.
- Morningstar DBRS Confirms Credit Rating on Siena NPL 2018 S.r.l. With Stable Trend
- Morningstar DBRS Assigns Provisional Credit Ratings to BBVA Consumer Auto 2024-1 FT
- Morningstar DBRS Confirms Credit Ratings on Santander Consumer Spain Auto 2021-1 FT
- Morningstar DBRS Discontinues Credit Ratings on BBVA RMBS 5 FTA and BBVA RMBS 9 FTA
- Morningstar DBRS Confirms Credit Ratings of Last Mile Logistics Pan Euro Finance DAC
- Morningstar DBRS Discontinues Credit Rating on Weser Funding S.A., Compartment No. 3
- Morningstar DBRS Confirms Credit Ratings on Four Rural Hipotecario RMBS Transactions
- Morningstar DBRS Confirms Credit Ratings on Sabadell Consumo 1 Fondo de Titulización
- Morningstar DBRS Discontinues Credit Rating on Sunrise SPV Z70 S.r.l. - Sunrise 2019-1
- Morningstar DBRS Assigns Credit Rating to Mercurius Master Issuer, Series 2024-1 Notes
- Morningstar DBRS Assigns Provisional Credit Ratings to Auto ABS Spanish Loans 2024-1 FT
- Morningstar DBRS Confirms Credit Ratings on Auto ABS Italian Stella Loans 2023-1 S.r.l.
- Morningstar DBRS Confirms Credit Ratings on FT RMBS Santander 6 and FT RMBS Santander 7
- Morningstar DBRS Takes Credit Rating Actions on Two Red & Black Auto Italy Transactions
- Morningstar DBRS Assigns Provisional Credit Ratings to Bletchley Park Funding 2024-1 PLC
- Morningstar DBRS Assigns Provisional Credit Ratings to Dutch Mortgage Finance 2024-1 B.V.
- Morningstar DBRS Assigns Provisional Credit Ratings to Tulip Mortgage Funding 2024-1 B.V.
- Morningstar DBRS Confirms Credit Rating on Florence SPV S.r.l. (2020) Following Amendment
- Morningstar DBRS Confirms Credit Ratings on Portuguese Electricity Tariff Securitisations
- Morningstar DBRS Downgrades Credit Rating on Belvedere SPV S.r.l., Removes Negative Trend
- Morningstar DBRS Finalises Provisional Credit Ratings on Auto ABS Spanish Loans 2024-1 FT
- Morningstar DBRS Confirms Credit Ratings on TREVA Equipment Finance SA, Compartment 2021-1
- Morningstar DBRS Discontinues Credit Rating on SWK Consumer 2021-1, Fondo de Titulización
- Morningstar DBRS Finalises Its Provisional Credit Ratings on BBVA Consumer Auto 2024-1, FT
- Morningstar DBRS Confirms Credit Rating on IM BCG RMBS 2, FONDO DE TITULIZACIÓN DE ACTIVOS
- Morningstar DBRS Upgrades and Confirms Credit Ratings on Civitas SPV S.r.l. - Series 2019-1
- Morningstar DBRS Upgrades and Confirms Credit Ratings on Three CaixaBank PYMES Transactions
- Morningstar DBRS Assigns Provisional Credit Ratings to Santander Consumer Spain Auto 2024-1 FT
- Morningstar DBRS Assigns Provisional Credit Ratings to Sunrise SPV Z70 S.r.l. - Sunrise 2024-2
- Morningstar DBRS Confirms AA (high) Credit Rating on Cajasur Banco S.A. Cédulas Hipotecarias
- Morningstar DBRS Upgrades and Confirms Credit Ratings on RevoCar 2022 UG (haftungsbeschränkt)
- Morningstar DBRS Assigns Provisional Credit Ratings to Cars Alliance Auto Loans France V 2024-1
- Morningstar DBRS Assigns Provisional Credit Ratings to Durham Mortgages B Plc Refinancing Notes
- Morningstar DBRS Finalises Its Provisional Credit Ratings on Dutch Mortgage Finance 2024-1 B.V.
- Morningstar DBRS Upgrades and Confirms Credit Ratings on Sunrise SPV 93 S.r.l. - Sunrise 2021-2
- Morningstar DBRS Confirms Banco BPI S.A. Covered Bonds (Obrigações Cobertas - Mortgages) at AA
- Morningstar DBRS Finalises Provisional Credit Ratings on Sunrise SPV Z70 S.r.l. - Sunrise 2024-2
- Morningstar DBRS Upgrades and Confirms Credit Ratings on Sunrise SPV Z80 S.r.l. - Sunrise 2019-2
- Morningstar DBRS Upgrades and Confirms Credit Ratings on Three Finance Ireland RMBS Transactions
- Morningstar DBRS Updates 31 Structured Finance Methodologies
- Morningstar DBRS Finalises Provisional Credit Ratings on Durham Mortgages B Plc Refinancing Notes
- Morningstar DBRS Confirms Credit Rating on Titan SPV S.r.l., Changes Trend to Positive from Stable
- Morningstar DBRS Discontinues Credit Ratings on Golden Bar (Securitisation) S.r.l. - Series 2019-1
- Morningstar DBRS Assigns Provisional Credit Ratings to Red & Black Auto Italy S.r.l. - Compartment 3
- Morningstar DBRS Assigns Provisional Credit Ratings to Palmer Square European Loan Funding 2024-2 DAC
- Morningstar DBRS Confirms Credit Rating on Silver Arrow S.A., acting in respect of its Compartment 16
- Morningstar DBRS Confirms Credit Ratings on Sabadell Consumer Finance Autos 1, Fondo de Titulización
- Morningstar DBRS Confirms Credit Ratings on VCL Master S.A., acting with respect to its Compartment 1
- Morningstar DBRS Confirms Credit Ratings on BFS Funding I Limited
- Morningstar DBRS Assigns AAA Credit Rating to CAFFIL Public Sector Obligations Foncières New Issuance
- Morningstar DBRS Assigns AAA Credit Rating to CAFFIL Public Sector Obligations Foncières New Issuance
- Morningstar DBRS Assigns AAA Credit Rating to CAFFIL Public Sector Obligations Foncières New Issuance
- Morningstar DBRS Assigns Provisional Credit Ratings to Thunder Logistics 2024-1 DAC With Stable Trends
- Morningstar DBRS Finalises Provisional Credit Ratings on Palmer Square European Loan Funding 2024-2 DAC
- Morningstar DBRS Takes Credit Rating Actions on Fastnet Securities 16 DAC and Fastnet Securities 17 DAC
- Morningstar DBRS Upgrades and Confirms Credit Ratings on Three Dutch Property Finance B.V. Transactions
- Morningstar DBRS Upgrades and Confirms Credit Ratings on Two Santander Consumer Spain Auto Transactions
- Morningstar DBRS Assigns Provisional Credit Ratings to Golden Bar (Securitisation) S.r.l. - Series 2024-1
- Morningstar DBRS Assigns Provisional Credit Ratings to Pepper Iberia Consumer 2024 Fondo de Titulización
- Morningstar DBRS Confirms Credit Ratings on Berg Finance 2021 DAC, Changes Trends to Negative from Stable
- Morningstar DBRS Finalises Provisional Credit Ratings on Classes A to F Notes of Hera Financing 2024-1 DAC
- Morningstar DBRS Finalises Provisional Credit Ratings on Golden Bar (Securitisation) S.r.l. - Series 2024-1
- Morningstar DBRS Finalises Provisional Credit Ratings on Pepper Iberia Consumer 2024 Fondo de Titulización
- Morningstar DBRS Upgrades and Confirms Credit Ratings on ARTS Consumer S.r.l. and ARTS Consumer 2023 S.r.l.
- Morningstar DBRS Assigns Provisional Credit Ratings to FACT S.A., acting in respect of its Compartment 2024-1
- Morningstar DBRS Assigns Credit Ratings to Asset-Backed European Securitisation Transaction Twenty-Four S.r.l.
- Morningstar DBRS Finalises Provisional Credit Ratings on FACT S.A., acting in respect of its Compartment 2024-1
- Morningstar DBRS Upgrades and Confirms Credit Ratings on FACT S.A., acting in respect of its Compartment 2021-1
- Morningstar DBRS Assigns Provisional Credit Ratings to Fortuna Consumer Loan ABS 2024-2 Designated Activity Company
- Morningstar DBRS Upgrades Credit Rating on GAMMA - Sociedade de Titularização de Créditos, S.A. (Hipototta No. 13)
- Morningstar DBRS Upgrades and Confirms Credit Ratings on Fortuna Consumer Loan ABS 2022-1 Designated Activity Company
- Morningstar DBRS Confirms Credit Ratings on TAGUS - Sociedade de Titularização de Créditos, S.A. (RMBS Belém No.2)
- Morningstar DBRS Takes Credit Rating Actions on VCL Master Residual Value S.A., acting with respect to its Compartment 2
- Morningstar DBRS Places All Classes of Viridis (European Loan Conduit No. 38) DAC Under Review With Negative Implications
- Morningstar DBRS Confirms AA Ratings on Banca Monte dei Paschi di Siena S.p.A. Covered Bonds (OBG - Mortgages Programme 1)
- Morningstar DBRS Confirms AAA Credit Ratings on CAFFIL Public Sector Obligations Foncières (SCF - Public Sector - Bullet)
- Morningstar DBRS Confirms Credit Ratings on Tagus - Sociedade de Titularização de Créditos, S.A., Viriato Finance No. 1
- Morningstar DBRS Upgrades and Confirms Credit Ratings on Pavillion Mortgages 2021-1 PLC and Pavillion Mortgages 2022-1 PLC
- Morningstar DBRS Confirms Credit Ratings on Tagus - Sociedade de Titularização de Créditos, S.A. (Victoria Finance No. 1)
- Morningstar DBRS Takes Credit Rating Actions on Tagus - Sociedade de Titularização de Créditos, S.A. (Vasco Finance No. 1)
- Morningstar DBRS Assigns AA (low) Credit Rating to BPER Banca S.p.A. Covered Bonds (OBG - Mortgages - Programme 3) New Issuance
- Morningstar DBRS Finalises Provisional Credit Ratings on Bletchley Park Funding 2024-1 PLC, Assigns New Credit Rating to Class X2
- Morningstar DBRS Confirms AA (low) Credit Ratings on Unione di Banche Italiane S.p.A. Covered Bonds (OBG - Mortgages - Programme 1)
- Morningstar DBRS Downgrades Credit Ratings on Emerald Italy 2019 S.r.l.; Maintains Negative Trends on the Class A and Class B Notes
- Morningstar DBRS Assigns Provisional Credit Ratings to Tagus - Sociedade de Titularização de Créditos, S.A. (Vasco Finance No. 2)
- Morningstar DBRS Confirms Credit Ratings on SC Germany S.A., acting on behalf and for the account of its Compartment Consumer 2023-1
- Morningstar DBRS Downgrades Credit Rating on Luzzatti POP NPLs 2021 S.r.l. to BB (high) (sf) from BBB (sf) and Maintains Negative Trend
- Morningstar DBRS Downgrades and Confirms Credit Ratings on Notes Issued by Salus (European Loan Conduit No. 33) DAC with Negative Trend
- Morningstar DBRS Places Credit Ratings on All Classes of HAUS (European Loan Conduit No. 39) DAC Under Review with Negative Implications
- Morningstar DBRS Confirms Credit Rating on the Class A Notes Issued by Hestia Financing S.à r.l., Changes Trend to Positive from Negative
- Morningstar DBRS Assigns AA Credit Rating to Banca Monte dei Paschi di Siena S.p.A. Covered Bonds (OBG - Mortgages Programme 1) New Issuance
- Morningstar DBRS Confirms Credit Ratings on Banca Monte dei Paschi di Siena S.p.A. Covered Bonds (OBG - Mortgages - Programme 2) at AA (low)
- Morningstar DBRS Confirms Credit Ratings on Banca Monte dei Paschi di Siena S.p.A. Covered Bonds (OBG - Mortgages - Programme 2) at AA (low)
- Morningstar DBRS Upgrades Credit Ratings on EUR 10,000,000,000 Piraeus Bank SA Global Covered Bonds Programme (GCB - Mortgages - CPT) to A (low) from BBB (high)
- Morningstar DBRS Downgrades Credit Ratings on Haus (European Loan Conduit No. 39) DAC With Negative Trends, Removes All Classes from Under Review With Negative Implications
- Morningstar DBRS Places Credit Ratings on 11 UK RMBS Transactions Under Review with Positive Implications Following Update to European RMBS Insight: UK Addendum Methodology
- Morningstar DBRS Places Credit Ratings on Eight Dutch RMBS Transactions Under Review with Positive Implications Following Update to European RMBS Insight: Dutch Addendum Methodology
- Morningstar DBRS Assigns Credit Rating to BPL Mortgages S.r.l., Series V Class A-2024 Notes and Downgrades Credit Ratings on Outstanding Class A-2012, Class A-2016, and Class A-2019 Notes Following Amendment
Contacts
Alfonso Candelas
Associate Managing Director - European Securitisation Surveillance & Rating Process
+(49) 69 8088 3512
alfonso.candelas@morningstar.com- Christian Aufsatz
Managing Director - European Structured Finance Ratings
+(44) 20 7855 6664
christian.aufsatz@morningstar.com - Claire Mezzanotte
Group Managing Director, Global Head of Structured Finance Ratings - Credit Ratings Leadership
+(1) 212 806 3272
claire.mezzanotte@morningstar.com