This page provides an overview of links to the credit rating methodologies with respect to structured finance. Please note that for some of the documents a (free or paid) subscription is required.
DBRS
- Master European Residential Mortgage-Backed Securities Rating Methodology and Jurisdictional Addenda – September 13. 2023
- Rating European Structured Finance Transactions Methodology – July 24, 2023
- Legal Criteria for European Structured Finance Transactions – June 30, 2023
- 2022 DBRS Morningstar Structured Finance Rating Transition and Default Study – May 2, 2023
- European RMBS Insight: Dutch Addendum – April 24, 2023
- European RMBS Rating Methodology – February 8, 2023
- European RMBS Insight Methodology – March 28, 2022
- Rating European Consumer and Commercial Asset-Backed Securitisations - October 29, 2021
Fitch
- Consumer ABS Rating Criteria - October 11, 2023
- Structured Finance and Covered Bonds Interest Country Risk Rating Criteria - July 7, 2023
- European RMBS Rating Criteria - June 21, 2023
- Structured Finance and Covered Bonds Counterparty Rating Criteria - March 14, 2023
- EMEA Equity Release Mortgage Rating Criteria - March 10, 2023
- Global Structured Finance Rating Criteria - March 1, 2023
- Structured Finance and Covered Bonds Interest Rate Stresses Rating Criteria - December 28, 2022
- Asset-Backed Commercial Paper Rating Criteria - February 28, 2022
- The Ratings Process - May 22, 2019
Moody's Investors Service
- Moody's List of All Rating Methodologies - August 30, 2023
- Moody’s Asset-Backed Commercial Paper Methodolgy Approach to Rating RMBS Using the MILAN Framework - August 16, 2023
- Moody’s Approach to Rating RMBS Using the MILAN Framework - July 27, 2023
- Moody’s Residential Mortgage-Backed Securitizations Methodology - July 27, 2023
- Moody’s SME Asset-Backed Securitizations Methodology - July 5, 2023
- Moody's Global Approach to the Use of Credit Estimates - March 1, 2023
- Moody's Approach to Rating Consumer Loan-Backed ABS - December 20, 2022
- Moody's Reverse Mortgage Securitizations Methodology - December 20, 2022
- Moody's Single Family Rental Securitizations Methodology - December 12, 2022
- Moody's Global Approach to Rating Auto Loan- and Lease-Backed PBS - November 3, 2022
- Moody's Equipment Lease and Loan Securitizations Methodology - September 29, 2022
- Moody's Mapping National Scale Ratings from Global Scale Ratings Methodology - August 2, 2022
Standard & Poor's
- Global Consumer ABS Methodology and Assumptions - March 31, 2022
- Global Auto ABS Methodology and Assumptions - March 31, 2022