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.
Morningstar DBRS
- Rating Solar ABS Transactions – August 6, 2024
- European RMBS Insight: Dutch Addendum - Request for Comment -July 18. 2024
- Legal Criteria for European Structured Finance Transactions – June 28, 2024
- Rating European Structured Finance Transactions Methodology – June 25, 2024
- European RMBS Insight Methodology- March 25, 2024
- Rating European Consumer and Commercial Asset-Backed Securitisations (Archived) – January 8, 2024
- Rating European Structured Finance Transactions Methodology – July 24, 2023
- Legal Criteria for European Structured Finance Transactions – June 30, 2023
- European RMBS Insight: Dutch Addendum – April 24, 2023
- European RMBS Insight Methodology – March 28, 2022
- Rating European Consumer and Commercial Asset-Backed Securitisations - October 29, 2021
Fitch
- Structured Finance and Covered Bonds Interest Country Risk Rating Criteria – June 20, 2024
- Structured Finance and Covered Bonds Interest Rate Stresses Rating Criteria - April 5, 2024
- Global Structured Finance Rating Criteria - January 19, 2024
- The Ratings Process – December 15, 2023
- European Equity Release Loan Products Rating Criteria - December 11, 2023
- Structured Finance and Covered Bonds Counterparty Rating Criteria – November 28, 2023
- Consumer ABS Rating Criteria - October 11, 2023
- European RMBS Rating Criteria - June 21, 2023
- Asset-Backed Commercial Paper Rating Criteria - February 28, 2022
Moody's Investors Service
- List of Rating Methodologies – July 19, 2024
- Moody’s Approach to Rating Consumer Loan-Backed ABS – July 18, 2024
- SME Asset-backed Securitizations – July 18, 2024
- Asset-backed Commercial Paper –July 11, 2024
- Equipment Lease and Loan Securitizations – 11 July 2024
- Large Loan and Single Asset/Single Borrower Commercial Mortgage-backed Securitizations – July 11, 2024
- Moody’s Approach to Rating RMBS Using the MILAN Framework – May 29, 2024
- Reverse Mortgage Securitizations – May 29, 2024
- Residential Mortgage-Backed Securitizations – May 29, 2024
- Moody’s Global Approach to Rating Auto Loan- and Lease-Backed ABS – Nov 27, 2023
Standard & Poor's
- EMEA Structured Finance Chart Book - July 18, 2024
- Credit FAQ: How House Price Changes Affect Our EMEA Residential Mortgage Loans Analysis - July 17, 2024
- EMEA RMBS And ABS Monitor Q2 2024 - July 7, 2024
- EMEA ABS And RMBS Counterparty Monitor Q2 2024 - 3 July, 2024
- European ABS And RMBS: External Liquidity Reserves Withstand Rising Rates – March 22, 2024
- Criteria | Structured Finance | ABCP: Global Asset-Backed Commercial Paper Methodology And Assumptions – March 22, 2024
- Credit FAQ: How We Assess Government Guarantees In European Securitizations – February 6, 2024