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

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 its "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 2019 and is effective as of 28 September 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.

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