Fitch Updates EMEA RMBS Criteria and Dutch Addendum; No Rating Impact
The 'EMEA RMBS Rating Criteria' report summarises the framework which Fitch uses to assess the credit risks inherent in new and existing RMBS transactions in EMEA. The approach includes an analysis of risk relating to the underlying assets, the structure of the issuer from a financial and a legal standpoint, as well as the counterparties fulfilling financial and operational functions. The asset analysis elements of this report are also applicable in the rating analysis of covered bond programmes backed by mortgage portfolios and SMEs.
The agency has also published an updated 'Criteria Addendum: Netherlands - Residential Mortgage Assumptions', which provides more clarity on Fitch's approach to Dutch default distribution assumptions. All other contents of the report remain unchanged.
The updates do not have an impact on existing ratings.
Both reports can be found on www.fitchratings.com.
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