Moody's Investors Service has announced that it would be introducing two supplemental measures to its structured finance ratings aimed at enhancing their transparency and information content.

The first, which is the Assumption Volatility Score, will assess potential rating volatility based on the uncertainty of rating model assumptions, Moody's said. The second, Loss Sensitivity, will be capturing a rating's sensitivity to a shift in the expected loss rate on the collateral pool backing the security.

Subscribe Now

Access to a full range of industry content, analysis and expert commentary.

30-Day Free Trial

No credit card required. Access coverage of the securitization marketplace, including breaking news updated throughout the day.