Wednesday, September 1, 2010

DBRS Requests Comments on Proposed Unified Interest Rate Model Methodology

DBRS Ratings Limited (DBRS) is requesting comments on the proposed rating methodology for its Unified Interest Rate Model. Comments should be received on or before October 29, 2010. Please submit your comments to the following e-mail address: DBRS will publish a final methodology following the review and evaluation of all submissions.

The methodology describes the DBRS’ process for the generation of consistent interest rate stresses across currency markets as well as markets which do not have underlying term structures.

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