On January 10, DBRS released the following rating methodologies:

• • European covered bonds.
  • Unified interest rate model for European securitizations.
  • Unified interest rate model for global structured finance CDO restructurings.
  • Unified interest rate model for U.S. and European structured credit.
  • Unified interest rate model for U.S. RMBS transactions.
  • Unified interest rate model for U.S. timeshare loan ABS transactions.

On January 10, S&P updated its methodology and assumptions for CLOs backed by European small and midsize enterprises (SMEs). S&P Release.

On January 8, Moody’s released its methodology for assessing RMBS servicing quality. Moody’s Release.

On January 7, Fitch updated its criteria for rating derivative product companies. Fitch Release. Fitch Report.