Methodology
Cash Flow Assumptions for Corporate Credit Securitizations (Archived)
Structured CreditAvailable Documents
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Press Release:
- DBRS Morningstar Assigns Ratings to Colt SPV S.r.l.
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- DBRS Morningstar Assigns Rating to Giada Sec. S.r.l. (2022)
- DBRS Morningstar Confirms Rating on FCT Bpifrance SME 2019-1
- DBRS Morningstar Upgrades Ratings on CaixaBank PYMES 12, FT
- DBRS Morningstar Confirms Ratings on the Class A-1 Notes Issued by Portman Ridge Funding 2018-2 Ltd.
- DBRS Morningstar Confirms Rating on Credico Finance 18 S.r.l.
- DBRS Morningstar Discontinues Rating on Geldilux-TS-2015 S.A.
- DBRS Morningstar Upgrades Ratings on IM BCC Cajamar PYME 3 FT
- DBRS Morningstar Assigns Rating to BPL Mortgages S.r.l. (BPL8)
- DBRS Morningstar Discontinues Ratings on CaixaBank PYMES 8, FT
- DBRS Morningstar Confirms Rating of Valsabbina SME 3 SPV S.r.l.
- DBRS Morningstar Discontinues Rating on Brera Sec. S.r.l. (SME)
- DBRS Morningstar Discontinues Rating on IM Sabadell PYME 11, FT
- DBRS Morningstar Discontinues Rating on BCC SME Finance 1 S.r.l.
- DBRS Morningstar Confirms Rating on Mercurius Funding N.V. / S.A.
- DBRS Morningstar Confirms Rating of Lanterna Finance S.r.l. (2020)
- DBRS Morningstar Discontinues Ratings on Quadrivio SME 2018 S.r.l.
- DBRS Morningstar Upgrades Ratings on 2019 Popolare Bari SME S.r.l.
- DBRS Morningstar Upgrades Ratings on Lanterna Finance S.r.l. (2021)
- DBRS Morningstar Discontinues Rating on Mercurius Funding N.V. / S.A.
- DBRS Morningstar Confirms Rating on Notes Issued by FCT Lafayette 2021
- DBRS Morningstar Discontinues Rating on Lanterna Finance S.r.l. (2020)
- DBRS Morningstar Discontinues Ratings on 2019 Popolare Bari SME S.r.l.
- DBRS Morningstar Takes Rating Actions on Three Italian SME Transactions
- DBRS Morningstar Upgrades Ratings on Civitas SPV S.r.l. - Series 2019-1
- DBRS Morningstar Upgrades and Confirms Ratings of FT PYMES Santander 15
- DBRS Morningstar Upgrades and Confirms Ratings on CaixaBank PYMES 8, FT
- DBRS Morningstar Assigns Provisional Ratings to IM BCC Cajamar PYME 4 FT
- DBRS Morningstar Confirms Rating of Class A Notes Issued by CBAM 2018-5, Ltd.
- DBRS Morningstar Finalises Provisional Ratings of IM BCC Cajamar PYME 4 FT
- DBRS Morningstar Upgrades Ratings on Siena PMI 2016 S.r.l. - Series 2-2019
- DBRS Morningstar Upgrades Ratings on Notes Issued by IM Sabadell PYME 11, FT
- DBRS Morningstar Confirms Rating of Class A-1 Notes Issued by Ares XLVI CLO Ltd.
- DBRS Morningstar Confirms Rating on Class A-1 Notes Issued by Ares XXXIR CLO Ltd.
- DBRS Morningstar Confirms Rating on the Advances Issued by Cerberus RR Levered LLC
- DBRS Morningstar Confirms Rating on Loans of Brightwood Fund III Static 2021-1, LLC
- DBRS Morningstar Confirms Rating on the Class A-T Loans of BTC Holdings Fund I, LLC
- DBRS Morningstar Discontinues Rating on Class A Notes Issued by AIG CLO 2019-1, Ltd
- DBRS Morningstar Confirms Rating on Class A Notes Issued by Rosenkavalier 2015 UG
- DBRS Morningstar Assigns New Rating to the Advances Issued by Cerberus RR Levered LLC
- DBRS Morningstar Confirms Ratings on Notes Issued by BlackRock DLF IX 2019-G CLO, LLC
- DBRS Morningstar Assigns Provisional Ratings to the Notes of Cornhusker Funding 1A LLC
- DBRS Morningstar Assigns Provisional Ratings to the Notes of Cornhusker Funding 1B LLC
- DBRS Morningstar Assigns Provisional Ratings to the Notes of Cornhusker Funding 1C LLC
- DBRS Morningstar Confirms Rating on the Class A Notes Issued by Signal Peak CLO 6, Ltd
- DBRS Morningstar Confirms Ratings on the Series 2012-3 Notes Issued by LStreet II, LLC
- DBRS Morningstar Confirms Ratings on the Series 2012-4 Notes Issued by LStreet II, LLC
- DBRS Morningstar Confirms Ratings on the Series 2012-9 Notes Issued by LStreet II, LLC
- DBRS Morningstar Confirms Ratings on the Series 2016-1 Notes Issued by LStreet II, LLC
- DBRS Morningstar Confirms Ratings on the Series 2016-8 Notes Issued by LStreet II, LLC
- DBRS Morningstar Discontinues Rating on Class A-1 Notes Issued by Parallel 2018-2 Ltd.
- DBRS Morningstar Downgrades and Confirms Ratings on Alhambra SME Funding 2019-1 DAC
- DBRS Morningstar Upgrades Ratings on the Series 2012-11 Notes Issued by LStreet II, LLC
- DBRS Morningstar Upgrades and Confirms Ratings on Three CaixaBank PYMES Transactions
- DBRS Morningstar Confirms Ratings on the Loans Issued by Cerberus Onshore Levered IV LLC
- DBRS Morningstar Confirms Ratings on the Secured Notes of BlackRock DLF IX 2019 CLO, LLC
- DBRS Morningstar Upgrades and Confirms Ratings of Notes Issued by IM BCC Capital 1, FT
- DBRS Morningstar Confirms Rating on Loan Invest NV/SA. Compartment SME Loan Invest 2020
- DBRS Morningstar Upgrades and Confirms Ratings on Notes Issued by TCP DLF VIII 2018 CLO, LLC
- DBRS Morningstar Confirms Ratings of Belgian Lion NV/SA. Compartment Belgian Lion SME III
- DBRS Morningstar Assigns Provisional Ratings on the Advances Issued by TPR Funding 2022-1, LLC
- DBRS Morningstar Confirms Rating on Notes Representing Advances to Cerberus SWC Levered II LLC
- DBRS Morningstar Confirms and Upgrades Ratings on the Secured Notes Issued by VCP CLO II, Ltd.
- DBRS Morningstar Discontinues Its Ratings on the Series 2012-3 Notes Issued by LStreet II, LLC
- DBRS Morningstar Discontinues Its Ratings on the Series 2012-4 Notes Issued by LStreet II, LLC
- DBRS Morningstar Discontinues Its Ratings on the Series 2012-7 Notes Issued by LStreet II, LLC
- DBRS Morningstar Discontinues Its Ratings on the Series 2012-9 Notes Issued by LStreet II, LLC
- DBRS Morningstar Discontinues Its Ratings on the Series 2016-1 Notes Issued by LStreet II, LLC
- DBRS Morningstar Discontinues Its Ratings on the Series 2016-2 Notes Issued by LStreet II, LLC
- DBRS Morningstar Discontinues Its Ratings on the Series 2016-5 Notes Issued by LStreet II, LLC
- DBRS Morningstar Discontinues Its Ratings on the Series 2016-8 Notes Issued by LStreet II, LLC
- DBRS Morningstar Discontinues Its Ratings on the Series 2012-11 Notes Issued by LStreet II, LLC
- DBRS Morningstar Assigns A (high) (sf) Rating to Rosenkavalier 2022 UG (haftungsbeschränkt)
- DBRS Morningstar Confirms Ratings on Class A Loans Issued by BTC Offshore Holdings Fund II-B LLC
- DBRS Morningstar Discontinues Ratings on Belgian Lion NV/SA. Compartment Belgian Lion SME III
- DBRS Morningstar Upgrades Rating on the Notes Representing the Advances to Cerberus ND Levered LLC
- DBRS Morningstar Assigns Rating to the Class A Variable Funding Notes of Parliament Funding III LLC
- DBRS Morningstar Assigns and Upgrades Provisional Ratings on the Loans Issued by Whitney Funding, LLC
- DBRS Morningstar Confirms Provisional Ratings on the Secured Notes of BlackRock DLF IX CLO 2021-2, LLC
- DBRS Morningstar Confirms Ratings on the Class A-R Loans and Class A-T Loans of ABPCIC Funding III LLC
- DBRS Morningstar Confirms Ratings on the Class A-R Loans and Class A-T Loans of ABPCIC Funding III LLC
- DBRS Morningstar Finalizes Provisional Ratings on the Secured Notes of BlackRock DLF IX 2020-1 CLO, LLC
- DBRS Morningstar Confirms Rating on the Class A-R Notes Issued by TIAA Churchill Middle Market CLO I Ltd.
- DBRS Morningstar Assigns Provisional Ratings to Certain Tranche Amounts of Kawartha CAD Ltd., Boreal 2022-1
- DBRS Morningstar Confirms Rating on Notes Issued by Loan Invest NV/SA. Compartment SME Loan Invest 2017
- DBRS Morningstar Confirms Provisional Ratings on Certain Tranche Amounts of Kawartha CAD Ltd., Boreal 2021-1
- DBRS Morningstar Updates Ratings on Certain Notes and Tranche Amounts of Manitoulin USD Ltd., Muskoka 2019-1
- DBRS Morningstar Assigns Provisional Ratings to Certain Tranche Amounts of Manitoulin USD Ltd., Muskoka 2022-1
- DBRS Morningstar Assigns Provisional Ratings to the Guarantee Linked Notes of Kawartha CAD Ltd., Boreal 2022-1
- DBRS Morningstar Updates Ratings on Certain Notes and Tranche Amounts of Manitoulin USD Ltd., Algonquin 2020-1
- DBRS Morningstar Assigns Provisional Ratings to Certain Tranche Amounts of Manitoulin USD Ltd., Algonquin 2022-2
- DBRS Morningstar Assigns Provisional Ratings to Certain Tranche Amounts of Manitoulin USD Ltd., Algonquin 2022-3
- DBRS Morningstar Finalizes Provisional Ratings on the Guarantee Linked Notes of Kawartha CAD Ltd., Boreal 2022-1
- DBRS Morningstar Upgrades and Confirms Provisional Ratings on the Secured Notes of BlackRock DLF IX CLO 2021-1, LLC
- DBRS Morningstar Assigns Ratings to the Class A-R Loans, Class A-T Loans, and Class B Loans of ABPCI Pacific Funding LP
- DBRS Morningstar Confirms Ratings on the Class A-1 Notes and the Class A Loans Issued by Cerberus Loan Funding XXIV L.P.
- DBRS Morningstar Assigns Provisional Ratings to Certain Retained Tranche Amounts of Manitoulin USD Ltd., Algonquin 2022-4
- DBRS Morningstar Confirms Ratings on the Tranche Amounts and Muskoka Series 2018-1 Notes Issued by Manitoulin USD Limited
- DBRS Morningstar Confirms and Upgrades Ratings on Weser Funding S.A., Compartment 2 and Weser Funding S.A., Compartment 3
- DBRS Morningstar Finalizes Provisional Ratings on Certain Guarantee Linked Notes Issued by Manitoulin USD Ltd., Muskoka 2022-1
- DBRS Morningstar Finalizes Provisional Ratings on Certain Guarantee Linked Notes Issued by Manitoulin USD Ltd., Algonquin 2022-2
- DBRS Morningstar Finalizes Provisional Ratings on Certain Guarantee Linked Notes Issued by Manitoulin USD Ltd., Algonquin 2022-3
- DBRS Morningstar Assigns Provisional Ratings to Certain Guarantee Linked Notes to Be Issued by Manitoulin USD Ltd., Muskoka 2022-1
- DBRS Morningstar Assigns Provisional Ratings to Certain Guarantee Linked Notes to Be Issued by Manitoulin USD Ltd., Algonquin 2022-3
- DBRS Morningstar Assigns Provisional Ratings to Certain Guarantee Linked Notes to be Issued by Manitoulin USD Ltd., Algonquin 2022-2
- DBRS Morningstar Confirms and Upgrades Ratings on Certain Tranches and Guarantee Linked Notes of Manitoulin USD Ltd., Muskoka 2020-2
- DBRS Morningstar Confirms Rating on the Class A-1 Notes Issued by Deerpath Capital CLO 2020-1 Ltd. and Deerpath Capital CLO 2020-1 LLC
- DBRS Morningstar Discontinues and Withdraws Ratings on Certain Tranches and Algonquin Series 2019-1 Notes Issued by Manitoulin USD Limited
- DBRS Morningstar Discontinues and Withdraws Ratings on Certain Tranches and Algonquin Series 2020-1 Notes Issued by Manitoulin USD Limited
- DBRS Morningstar Removes Rating on Asti Group PMI S.r.l. from Under Review with Positive Implications, Upgrades Rating to AA (low) (sf)
- DBRS Morningstar Confirms Provisional Ratings on the Funded Class B-1 Loans, Funded Class B-2 Loans, and Funded Class C Loans of NPC Funding IX, Ltd.
- DBRS Morningstar Confirms AA (sf) Ratings on Class A-R and Class A-T-1 Loans, Assigns AA (sf) Rating to Class A-T-2 Loans of Cerberus 2112 Levered LLC
- DBRS Morningstar Finalizes Provisional Ratings on the Funded Class B-1 Loans, Funded Class B-2 Loans, and Funded Class C Loans of NPC Funding IX, Ltd.
- DBRS Morningstar Places Ratings on Two Structured Credit Transactions Under Review with Positive Implications Following COVID-19 Adjustment Updates
- DBRS Morningstar Confirms Rating on Class A-1 L Loans Issued by BlackRock Shasta Senior Loan Fund VII, LLC (formerly, BlackRock Shasta Loan Trust VII, LLC)
- DBRS Morningstar Discontinues the Rating on the Class A Notes Issued by TIAA Churchill Middle Market CLO II Ltd. and TIAA Churchill Middle Market CLO II LLC
- DBRS Morningstar Assigns AA (sf) Ratings to Class A-T-1 Loans, Confirms AA (sf) Ratings on the Class A-D, Class A-R, and Class A-T Loans of BTC Holdings Fund II LLC
- DBRS Morningstar Assigns Ratings to Class A-R2, Class A-T2, and Class B Loans; Confirms Ratings on Class A-R and Class A-T Loans of Churchill MMSL III Levered Investment, LP
- DBRS Morningstar Assigns AA (sf) Rating to Class A-T-2 Loans, Confirms AA (sf) Ratings on the Class A-R-1, Class A-R-2, and Class A-T-1 Loans of Cerberus Redwood Levered B LLC
- DBRS Morningstar Publishes Updated Methodologies for Rating CLOs and CDOs of Large Corporate Credit and Cash Flow Assumptions for Corporate Credit Securitizations
- DBRS Morningstar Confirms AA (sf) Ratings on Class A-R and Class A-T Loans and Discontinues AA (sf) Rating on Class A-T-2 Loans of Cerberus 2112 Levered LLC
Contacts
Glen Leppert
Senior Vice President, Sector Lead - US Structured Credit Ratings
+(1) 203 883 5781
glen.leppert@morningstar.com- Jerry van Koolbergen
Managing Director - US Structured Credit Ratings
+(1) 212 806 3260
jerry.vankoolbergen@morningstar.com - Tim O'Neil
Managing Director - Canadian Structured Finance Ratings
+(1) 416 597 7477
tim.oneil@morningstar.com - Carlos Silva
Senior Vice President, Sector Lead - European Structured Credit Ratings
+(44) 20 7855 6604
carlos.silva@morningstar.com
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