|
|
 |
|
Viewing report
|
|
|
|
ARCHIVE | Criteria | Structured Finance | RMBS: Revised Assumptions For Rating U.S. RMBS Prime, Alternative-A, And Subprime Loans Incorporated Into LEVELS Version 7.3 Jun 11
Standard & Poors, June 2011
Abstract
These criteria apply to all U.S. RMBS prime, Alternative-A, and subprime securitizations. These criteria amend and supersede 'Revised Assumptions For Rating U.S. RMBS Prime, Alternative-A, And Subprime Loans Incorporated Into LEVELS Version 7.2,' published April 30, 2010; 'Revised U.S. Residential Mortgage Input File Format, Glossary, And Appendices To The Glossary For LEVELS Version 7.2,' published April 30, 2010; and 'Standard & Poor?s Revises Definitions And Assumptions For Documentation Types In U.S. RMBS,' published Feb. 6, 2009. In addition, this criteria article partially supersedes 'Methodology And Assumptions For Rating U.S. RMBS Prime, Alternative-A, And Subprime Loans,' published Sept. 10, 2009. Standard & Poor's has incorporated its revised RMBS assumptions into LEVELS 7.3 with regard to four distinct areas: the House Price...
Standard and Poors RatingsXpress Credit Research provides in-depth coverage of international corporates, financial institutions, insurance companies, utilities, sovereigns and structured finance programs. RatingsXpress Credit Research lets users determine the credit rating of holdings and identify key factors underlying an issuer's creditworthiness, distinguishes the different risk exposures for new and existing deals, and provides an understanding of how their analysts interpret key regulatory, political and environmental events and their economic impact.
Research Type: Commentary
Criteria articles describe the thought process and methodology Standard & Poor's analysts use in determining ratings. These commentary pieces discuss both the quantitative (economic and financial) and qualitative (business analysis and caliber of management) aspects of the analysis, as well as legal issues.
|
|
|
|
