Press Release

DBRS Morningstar Publishes Updated Methodologies for Rating CLOs and CDOs of Large Corporate Credit and Cash Flow Assumptions for Corporate Credit Securitizations

Structured Credit
February 07, 2023

DBRS Morningstar published updated versions of its “Rating CLOs and CDOs of Large Corporate Credit” and “Cash Flow Assumptions for Corporate Credit Securitizations” methodologies (the Methodologies).

DBRS Morningstar has conducted a periodic review of the Methodologies. These updates supersede the previous versions published on January 26, 2022, and are effective as of February 7, 2023. DBRS Morningstar deems the updates not to be material and has determined that no ratings are expected to change as a result of these updates.

Notes:
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.