Morningstar DBRS Publishes Updated Interest Rate Stresses for European Structured Finance Transactions Methodology

Morningstar DBRS published an updated version of its "Interest Rate Stresses for European Structured Finance Transactions" methodology (the Methodology). The Methodology presents the criteria with which Morningstar DBRS assesses unhedged interest rate risk in European structured finance transactions and covered bonds.

Morningstar DBRS has conducted a periodic review of the Methodology.

This update supersedes the previous version published on 28 June 2024 and is effective as of 24 September 2024. Morningstar DBRS deems the update not to be material and determined that no ratings are expected to change as a result of this update.

Notes:
Morningstar DBRS methodologies are publicly available on its website dbrs.morningstar.com under Methodologies & Criteria.

For more information on this methodology or on this industry, visit dbrs.morningstar.com or contact us at info-DBRS@morningstar.com.