DBRS Morningstar Publishes Updated Derivative Criteria for European Structured Finance Transactions Methodology

DBRS Morningstar published an updated version of its "Derivative Criteria for European Structured Finance Transactions" methodology (the Methodology). This Methodology presents the criteria by which DBRS Morningstar analyses counterparty risk and its mitigation in relation to derivatives arrangements that are part of European structured finance transactions.

DBRS Morningstar has conducted a periodic review of the Methodology. This update supersedes the previous version published on 16 June 2023 and is effective as of 18 September 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.

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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.