RMBS Methodology Request for Comment Explained

On March 6th Moody's published a Request for Comment (RFC) for Moody’s Approach to Rating RMBS Using the MILAN Framework and a related RFC for RMBS Rating Methodology Settings for Australia, Canada, Ireland, New Zealand and the United Kingdom. These RFCs describe proposed changes to our framework for rating RMBS and covered bonds and the associated settings for these countries.

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Discussion Topics

  • What are the main changes proposed to the methodology and what is the rationale for those changes?
  • Which models are being made available to the market?
  • What is the expected impact of the proposed updates on RMBS transactions and Covered Bonds issued in Australia, Canada, Ireland, New Zealand and the United Kingdom?
  • Speakers keyboard_arrow_down
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    Ilya Serov Associate Managing Director, Structured Finance Group Moody's Investors Service Bio
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    Irene Kleyman Senior Vice President, Structured Finance Group Moody's Investors Service Bio
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    Alena Chen Vice President - Senior Credit Officer, Structured Finance Group Moody's Investors Service Bio