DBRS updates mortgage securitisation model

Rating agency DBRS has released an update to its model for UK residential mortgage-backed securities (RMBS).

The agency says the revised model offers a more consistent and objective evaluation of risk through four new or adjusted features. First is refined analysis of buy-to-let loans. Future interest coverage ratios - including rental increases and void periods - are incorporated into the risk analysis for individual buy-to-let loans. Second, DBRS has created a loan-level approach to prepayment

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