Press Release

DBRS Morningstar Publishes Updated Interest Rate Stresses for European Structured Finance Transactions

ABCP, Auto, RMBS
October 10, 2019

DBRS Morningstar Credit Ratings (DBRS Morningstar) published an updated version of its “Interest Rate Stresses for European Structured Finance Transactions” methodology.

DBRS Morningstar has conducted a periodic review of “Interest Rate Stresses for European Structured Finance Transactions” methodology.

No material changes to the methodology were made. Accordingly, no ratings are expected to change as a result of this update.

This update supersedes the previous version published on 10 October 2018 and is effective as of 10 October 2019.

Notes:
DBRS Morningstar methodologies are publicly available on its website www.dbrs.com under Methodologies & Criteria.

For more information on this methodology or on this industry, visit www.dbrs.com or contact us at info@dbrs.com.