Morningstar DBRS Publishes Updated Methodology for Derivative Criteria for European Structured Finance Transactions

Morningstar DBRS published an updated version of Derivative Criteria for European Structured Finance Transactions methodology ("Methodology").

This Methodology presents the criteria by which Morningstar DBRS analyses counterparty risk and its mitigation in relation to derivatives arrangements that are part of European structured finance transactions.

Morningstar DBRS conducted a periodic review of the Methodology. This update supersedes the previous version published on 28 June 2024 and is effective as of 06 September 2024.

Morningstar DBRS deems the update not to be material and has determined that no ratings are expected to change as a result of this update.

Notes:
Morningstar DBRS 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 info-DBRS@dbrsmorningstar.com