Structured Finance

About

Structured Finance transactions include all forms of asset backed securities, ranging from homogeneous and granular to heterogeneous and concentrated.
Ratings’ criteria from ARC Ratings include and consider:

  • Assessment of the underlying assets to determine the portfolio risk
  • Legal analysis
  • Model and tool suites to assess creditworthiness in combination with qualitative analysis
  • Stress-testing and scenario analysis

Methodologies

Global Structured Finance

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Asset Backed Commercial Paper (ABCP)

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Collateralized Loan Obligations (CLO)

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Consumer Asset Backed Securities

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Credit-Linked Note (‘CLN’) and Repackaging Vehicle

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European Non-Performing Loans (NPL)

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Project Finance

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Trade Receivables

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Residential Mortgage Backed Securities

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Structured Finance Servicers

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Documents

Credit Ratings and Other Analytical Products - Definitions and Scales

5 Aug 2021

Approach to Setting Sovereign Ratings and Country Ceilings

1 Jun 2021

Contacts

Analytical

Business development

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