Morningstar DBRS Hosts Webinar on Its CMBS Insight Model Updates and Relevant Surveillance Credit Rating Actions

In April 2025, Morningstar DBRS finalized its "North American CMBS Multi-Borrower Rating Methodology" (the Methodology) and updates to its CMBS Insight Model (the Model), which present criteria for which transactions secured by pools of commercial mortgage loans credit ratings are assigned and/or monitored.

The updates to the Methodology and Model follow a review of historical data used to calibrate the probability of default and loss given default regressions and the inclusion of updated performance data following the COVID-19 pandemic. The framework for the Model largely remains the same; however, Morningstar DBRS also expanded some of the categories or bins within the variables and/or removed variables that were identified to be no longer impactful.

Join Morningstar DBRS' senior analysts, Gwen Roush, Georgios Katsaros, William Tierney, Timothy Burke, Alex Sgorlon, and Parth Kapote, on June 4, 2025, at 11:00 a.m. EDT as they highlight key changes to the Methodology and Model and review the surveillance credit rating actions taken as part of the update. A question-and-answer session will follow the presentation for the audience to participate in the conversation.

Webinar Details:
Date: June 4, 2025
Time: 11:00 a.m. EDT

To register for the webinar, click here: https://www.brighttalk.com/webcast/15677/643655?utmsource=website&utmmedium=event-page&utm_campaign=uscmbs-insightmodelwebinar

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

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

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