Global Structured Finance Methodology

Summary

ARC Ratings (‘ARC’) Global Structured Finance Rating Methodology (the ‘Methodology’) sets out a framework for the rating and monitoring of any structured finance transaction rated by ARC. Structured finance transactions include all forms of asset backed securities, for example, transactions backed by residential and/or commercial mortgage loans, car loans and leases, consumer loans, equipment leases and corporate loans. The Methodology is complemented by asset class specific methodologies that are published by ARC and updated over time. The asset class specific methodologies disclose any additional details including the derivation of assumptions relevant to the specific asset class.

This methodology can also be used to produce the ratings of transactions not covered by any asset specific methodology. A transaction may be rated under this Methodology together with asset specific methodologies that will be detailed within the transaction report.

Documents

Global Structured Finance Methodology

30 Oct 2023

Contacts

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