Press Release

DBRS Morningstar Publishes Updated Italian and Portuguese Addenda for Its Master European RMBS Rating Methodology

RMBS
July 14, 2020

DBRS Morningstar published two updated addenda to the “Master European Residential Mortgage Backed Securities Rating Methodology and Jurisdictional Addenda” as follows:

-- Master European Residential Mortgage Backed Securities Rating Methodology and Jurisdictional Addenda, Italian Addendum;
-- Master European Residential Mortgage Backed Securities Rating Methodology and Jurisdictional Addenda, Portuguese Addendum.

DBRS Morningstar has conducted a periodic review of the two aforementioned addenda.

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

These updates supersede the previous version published on 10 December 2019 and are effective as of 14 July 2020.

Notes:
A description of how DBRS Morningstar considers ESG factors within the DBRS Morningstar analytical framework and its methodologies can be found at: https://www.dbrsmorningstar.com/research/357792.

For more information regarding rating methodologies and Coronavirus Disease (COVID-19), please see the following DBRS Morningstar press release: https://www.dbrsmorningstar.com/research/357883.

For more information regarding structured finance rating methodologies and Coronavirus Disease (COVID-19), please see the following DBRS Morningstar press release: https://www.dbrsmorningstar.com/research/358308.

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.