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HOME > Structured Finance - Rating Methodology
Rating Methodology

>>General
>>ABS
>>SME CDO
>>Synthetic CDO
>>J-REIT
>>Project Finance

>>RMBS
>>ABCP/ABL Programmes
>>Servicer Rating
>>Rating Transition
>>Others

General
Month / Year * Headline Type
05/09 Rating Methodology for Small-Number Cash CDOs [PDF]
04/09 Rating Methodology for Single-Asset Securitized Products [PDF]
04/09 Rating Methodology for Repackaged Products [PDF]
12/08 Eligible Deposit Accounts and Eligible Investment Instruments [PDF]
11/08 Views on Securitization Using an Ippan Shadan Hojin [PDF]
07/08 R&I Eligibility Criteria of Swap Counterparties for Securitized Products (Minimization of Swap Counterparty Credit Risk) [PDF]
09/06 Basel II - R&I's Response to the "Disclosure Requirements for Securitization Transaction Ratings" [PDF]
09/05 R&I Rating Methodology to Jointly Supported Obligations [PDF]
03/05 R&I View on Commingling Risk of a Servicer that is a Financial Institution covered by the Deposit Insurance System (DIS) [PDF]
* Month / Year of announcements and updates
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ABS
Month / Year * Headline Type
02/10 R&I View on the Use of Standard Deviation When Applying Stress in the Large Pool Approach [PDF]
03/09 Rating Methodology for Securitizations of Promissory Notes and Accounts Receivable [PDF]
07/05 Credit Enhancement for ABS (backed by large number of claims) R&I closely examines the required cash reserve in addition to default measures [PDF]
* Month / Year of announcements and updates
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SME CDO
Month / Year * Headline Type
09/08 R&I Rating Methods: Evaluation on CDOs of SMEs [PDF]
* Month / Year of announcements and updates
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Synthetic CDO
Month / Year * Headline Type
12/09 CDOs Containing Obligors Rated Below CCC+ [PDF]
04/09 Settlement of CDS Agreements Contained in CDS-Products [PDF]
02/09 R&I Eligibility Criteria of Counterparties for Credit-Linked Products
(Minimization of Counterparty Risk)
[PDF]
04/07 R&I Tranche Pad Version 1.0 Technical Document [PDF]
01/07 Securitization Criteria: R&I's CDO Rating Methodology [PDF]
09/06 R&I Rating Methods: First-to-Default Securitized Products [PDF]
07/02 Securitization Criteria: R&I's CDO Rating Approach [PDF]
* Month / Year of announcements and updates
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J-REIT
Month / Year * Headline Type
04/09 R&I J-REIT Rating Methodology [PDF]
* Month / Year of announcements and updates
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Project Finance
Month / Year * Headline Type
12/08 New Project Finance Ratings Methodology [PDF]
* Month / Year of announcements and updates
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RMBS
Month / Year * Headline Type
07/09 Rating Methodology for Private Financial Institution RMBS [PDF]
04/09 R&I Methodology for Japan Housing Finance Agency MBS [PDF]
11/07 R&I Analysis of Residential Mortgages by Attribute [PDF]
06/06 R&I Analysis of Housing Loan Defaults (2006 Update) [PDF]
05/06 R&I Analysis of Housing Loan Prepayments (2006 Update) [PDF]
* Month / Year of announcements and updates
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ABCP/ABL Programmes
Month / Year * Headline Type
05/09 Rating Methodology for ABCP/ABL Programmes [PDF]
* Month / Year of announcements and updates
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Servicer Rating
Month / Year * Headline Type
06/01 Servicer Evaluation Methodology [PDF]
* Month / Year of announcements and updates
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Rating Transition
Month / Year * Headline Type
09/09 Rating Transition Matrix for Securitized Products [PDF]
* Month / Year of announcements and updates
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Others
Month / Year * Headline Type
11/09 Evaluation of Sub-performing Loans, etc. [PDF]
10/09 R&I's Rating Approach to Whole Business Securitization [PDF]
11/07 R&I's Rating Approach to LBO Transactions in which a Financial Buyer will be the Principal Investment Entity [PDF]
* Month / Year of announcements and updates
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