Press Release

DBRS Morningstar Publishes Updated Operational Risk Assessment for Collateralized Loan Obligations (CLOs) and Corporate Collateralized Debt Obligations (CDOs)

Structured Credit
September 14, 2023

DBRS Morningstar published an updated version of its “Operational Risk Assessment for Collateralized Loan Obligations (CLOs) and Corporate Collateralized Debt Obligations (CDOs)” methodology (the Methodology).

DBRS Morningstar has conducted a periodic review of the Methodology. This update supersedes the previous version published on September 23, 2022, and is effective as of September 14, 2023. DBRS Morningstar deems the update not to be material and has determined that no ratings are expected to change as a result of this update.

NOTES:
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.