DBRS Morningstar Publishes Updated Derivative Criteria for European Structured Finance Transactions

DBRS Morningstar published an updated version of its “Derivative Criteria for European Structured Finance Transactions” methodology.

DBRS Morningstar has conducted a periodic review of its “Derivative Criteria for European Structured Finance Transactions” methodology.

No material changes to the methodology were made. Accordingly, no ratings are expected to change as a result of this update.

This update supersedes the previous version published on 26 September 2019 and is effective as of 24 September 2020.

Notes:
A description of how DBRS Morningstar considers ESG factors within the DBRS Morningstar analytical framework and its methodologies can be found at: https://www.dbrsmorningstar.com/research/357792.

For more information regarding rating methodologies and Coronavirus Disease (COVID-19), please see the following DBRS Morningstar press release: https://www.dbrsmorningstar.com/research/357883.

For more information regarding structured finance rating methodologies and Coronavirus Disease (COVID-19), please see the following DBRS Morningstar press release: https://www.dbrsmorningstar.com/research/358308.

DBRS Morningstar 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@dbrsmorningstar.com.