Methodology List of Outdated Credit Rating 26jan2024

List of Outdated MIS Credit Rating Methodologies that may be referred to
26-Jan-2024
IMPORTANT NOTE: THESE OUTDATED CREDIT RATING METHODOLOGIES HAVE BEEN DECOMMISSIONED AND/OR SUPERSEDED AND ARE NO LO
Methodology URL
A Guide to Moody's Sovereign Ratings
Actively Managed Synthetic CDOs
Affordable Multifamily Housing
Airlines In Asia
Alt-A RMBS Loss Projection Update: January 2009
An Update - A Moody's Guideline for Sizing the Risk of Super Senior Support Classes in Home Equity and Alternative A Over-collateralization Transactions
An Update to Moody's Analysis of Payment Shock Risk in Sub-Prime Hybrid ARM Products
An Updated Approach to Rating Not-For-Profit Health Care Organization
Application of JDA to Japanese Prefectures and Cities
AU-MILAN - The Scoring Formula Revisited - Moody's Individual Loan Analysis for Australian RMBS
Australian and New Zealand Utilities
Bank Credit Risk in Emerging Markets
Bank Ratings and Government Bond Ratings
Benchmarking Quantitative Default Risk Models: A Validation Methodology
CDO RatingFactors VOL. III … No. 1 Pro Rata Amortization In Synthetic Resecuritizations
Changing Paradigms: Revised Financial Reporting for Special Purpose Entities
Closed End Seconds Residential Mortgage Securitization Cashflow Assumptions
Collateralised Debt Obligations: A Moody's Primer

Methodology URL
Consumer Finance Loan ABS in Japan, Series 2: An Overview of the Attributes and Points of Analysis
Credit Enhancement for Commingling Risk in Japanese ABS: Moody's Updates Methodology
Credit Risks of Asian Bank Loans For Acquisition Financing
Credit Risks of Mortgage Insurers
Credit Risks of Securities Firms
European Covered Bonds: Moody's Rating and Analytical Approach
European Covered Bonds: Rating Implications of Over-Collateralization
European Postal Services - The Mail Must Go Through: Soft Landing Expected For The European Postal Services Industry As Liberalisation And Privatisation T
European Secured Mortgage Bonds: Moody's Rating And Analytical Approach
Fannie Mae Backed Multifamily Housing Bond Programs Are Eligible For Aaa Ratings From Moody's
Fannie Mae Backed Multifamily Housing Bonds Eligible For Aaa Ratings
Framework Agreement in Respect of the Issue of Mortgage-backed Promissory Notes
Freddie Mac Forward Commitment Program: Moody's Approach To Rating Multifamily Bonds Secured By Direct Pay Credit Enhancement
French Obligations Foncieres - (Mortgage Bonds): Moody's Rating And Analytical Approach
Global Aerospace/Defense Industry
Global Agricultural Cooperatives Industry
Global Chemical Industry
Global Gaming
Global Independent Refining and Marketing Industry
Global Integrated Oil & Gas
Global Natural Product Processors — Protein and Agriculture
Global Oilfield Services Industry
Global Packaging Manufacturers: Metals, Glass, and Plastic Containers

Methodology URL
Global Paper & Forest Products Industry
Global REIT and REOC Rating Methodology Teleconference
Global Shipping Industry
Global Soft Beverage Industry
Heavy Manufacturing Industry
How Moody's Examines Local Government Economic Conditions As A Factor In Its Municipal Credit Analysis
Incorporation of Joint-Default Analysis into Moody's Bank Rating Methodology
Insured Floaters: A Viable Alternative to Letters of Credit
Irish Covered Bonds: Moody's Rating and Analytical Approach
Italian MBS: Moody's Methodology
Japan's SME CDOs: Focal Points in Rating Analysis and Monitoring
Key Ratios For Rating REITs and Other Commercial Property Firms
Legal Changes in Brazil may Anchor Home Financing-Navigating Unchartered Waters
Liquidity Risk and Asset-Backed Commercial Paper Programs Product of the Standing Committee on Liquidity and Confidence Sensitivity
Lloyd's Syndicate Performance Ratings
Loan Modifications and Forbearance Plans Impact on Home Equity Securitizations
Local Government General Obligation and Related Ratings
Managed Care and Health Insurance Companies: Capital, Dividend and Cash Flow Analysis
Methodology Update: Downgrade of a Surety Bond Provider Could Result in Review of Underlying Military Housing Ratings
METHODOLOGY UPDATE: Transactions Backed by Real Estate Collateralized SME Loans in Japan: Focal Points in Rating Analysis
Moody's Approach To Acquisition Period Extensions In Single-Family Mortgage Revenue Bond Transactions
Moody's Approach to Adapting U.S. Cash-Flow CLO Rating Methodology to PDR/LGD Initiative
Moody's Approach to Analyzing Home Equity Loans

Methodology URL
Moody's Approach to Analyzing Mortgage Warehouse Financing in EMEA ABCP Conduits
Moody's Approach To Analyzing Municipal Long-Term Debt
Moody's Approach to Applying the Joint Support Methodology to Rating Letter of Credit-Supported Bonds
Moody's Approach to Assessing Secondary Risks in Synthetic CDOs
Moody's Approach to Assessing the Quality of Asset Management Companies - Rating Methodology
Moody's Approach to Coding Jumbo and Alt-A Residential Mortgage Documentation Programs: Updated Methodology
Moody's Approach to Coding Subprime Residential Mortgage Documentation Programs: Updated Methodology
Moody's Approach to Lender-Paid Mortgage Insurance
Moody's Approach to Rating Apartment Loan-Backed Securities in Japan
Moody's Approach To Rating Australian Listed Property Trusts
Moody's Approach to Rating Capital Notes of Life Insurance Companies
Moody's Approach to Rating Collateralized Funds of Hedge Funds Obligations
Moody's Approach to Rating Corporate Collateralized Synthetic Obligations
Moody's Approach To Rating Credit Card Receivables-Backed Securities
Moody's Approach To Rating Fixed Rate Multifamily Bonds Supported By Fannie Mae Credit Enhancement Instrument (Stand-By)
Moody's Approach to Rating Hedge Fund Gap Risk Products
Moody's Approach to Rating Initial Period, Interest-Only Mortgages in Prime RMBS
Moody's Approach to Rating Investment-Purpose Condominium Loan-Backed Securitizations in Japan
Moody's Approach to Rating Japanese CLOs Backed by Secured Sub-Performing Loans
Moody's Approach To Rating Medical Device Manufacturers
Moody's Approach to Rating Multi-Currency CDOs
Moody's Approach To Rating Multifamily Bonds Backed By USDA Section 538 Guaranteed Loans
Moody's Approach To Rating Multifamily Housing Bonds Secured By Fannie Mae's Direct-Pay Credit Enhancement Instrument
Methodology URL
Moody's Approach To Rating Privatized Student Housing Project Financings
Moody's Approach to Rating Real Estate Asset Trust Transactions in Taiwan
Moody's Approach to Rating Residential Mortgage-Backed Securities in Japan
Moody's Approach to Rating Residential Mortgage-Backed Securities in Japan, Supplemental Series 10: Factors for Estimating CPR of Residential Mortgage Po
Moody's Approach to Rating Residential Mortgage-Backed Securities in Japan, Supplemental Series 13: Loan-by-Loan Model and Loss Rate Distribution Assum
Moody's Approach to Rating Residential Mortgage-Backed Securities in Japan, Supplemental Series 4: RMBS Interest Rate Risk
Moody's Approach to Rating Residential Mortgage-Backed Securities in Japan, Supplemental Series 5: Estimating Gross Loss Rate based on Index Pool
Moody's Approach to Rating Residential Mortgage-Backed Securities in Japan, Supplemental Series 7: Loan-by-Loan Model and Gross Loss Estimation
Moody's Approach to Rating Residential Mortgage-Backed Securities in Japan, Supplemental Series 8: Estimating Gross Loss for Bank Non-conforming Loan P
Moody's Approach to Rating Residential Mortgage-Backed Securities in Japan, Supplemental Series 9: Loss Curve Assumptions
Moody's Approach to Rating Residential Mortgage-Backed Securities in Japan: Supplemental Series 1 "Recovery from Defaulted Receivables"
Moody's Approach To Rating Second Mortgage Bonds
Moody's Approach to Rating Securitization of Auto Lease Receivables with Maintenance Clauses in Japan
Moody's Approach to Rating Securitizations Backed by Medical Service Fee Receivables in Japan
Moody's Approach to Rating Securitizations of Lease Receivables in Japan
Moody's Approach to Rating Single Seller Mortgage Warehouse Structures
Moody's Approach to Rating Spanish Real Estate Development Loan Securitisations
Moody's Approach to Rating Subordinated Debt of French Insurance Companies
Moody's Approach to Rating U.S. Middle Market CLOs: Part I
Moody's Approach to Rating Undated Subordinated Guaranteed Bonds of UK Mutual Life Insurers
Moody's Approach to Rating US Resecuritized Residential Mortgage-Backed Securities
Moody's Approach to Rating Variable Rate Debt Obligations
Moody's Approach To Single Family Prepayments; Innovations and Analysis

Methodology URL
Moody's Approach Toward The Analysis Of Indenture Covenants
Moody's Approach: The CDO Monitoring Process
Moody's Cashflow Assumptions for RMBS Alt-A Transactions
Moody's Changes Notching Practices for US Life Insurers
Moody's Enhances Step-down Test In Subprime Home Equity Transactions Earlier Performance Tests Provide Additional Protection for Investors
Moody's Evolving Credit Analysis of U.S. Not-For-Profit Hospitals
Moody's Global Rating Methodology for Property and Casualty Insurers
Moody's Issues Rating Methodology For Local Government Debt Issued For Kentucky Administrative Office Of The Courts Projects
Moody's Lowers Minimum Investment Rate Assumptions for Housing Bond Cash Flows
Moody's Management Quality Ratings - Administrative Service Providers
Moody's Management Quality Ratings - Methodology For Rating Custodian Banks
Moody's Methodology and Median Report on Charter Schools
Moody's Methodology For Assigning Issuer Credit Ratings To Housing Finance Agencies
Moody's Methodology For Rating Bonds Secured By Section 8 Subsidies
Moody's Methodology for Rating Charter Schools: A Growing Presence in the Market Place
Moody's Methodology for Rating Charter Schools: An Evolving Sector In The Market Place
Moody's P/C Insurance and Reinsurance Assessing The Credit Risk of Finite Risk Reinsurers
Moody's Public Firm Risk Model: A Hybrid Approach To Modeling Short Term Default Risk
Moody's Ranking Methodology for the CNBC India -BNP Paribas 2002 Mutual Fund Awards
Moody's Rating Approach for Bonds Secured by Section 236 Subsidy
Moody's Rating Approach For Independent - Elementary And Secondary Schools
Moody's Rating Approach to European Covered Bonds
Moody's Rating Methodology For Bond-Financed Electricity Prepayment Re: Recent Memphis Light, Gas, And Water Deal
Methodology URL
Moody's Rating Methodology for German Pfandbriefe
Moody's Rating Methodology for U.S. Life Insurance Companies
Moody's Rating Methodology for U.S. Public Colleges and Universities
Moody's Rating Methodology: Home Equity Lines of Credit (“HELOC”) Securitizations
Moody's Real Estate Fund Ratings
Moody's Releases Update to Synthetic CDO Models
Moody's Revisits Its Assumptions Regarding Corporate Default (and Asset) Correlations for CDOs
Moody's Rolls Out New Financial Methodology For Public Universities Incorporating New Accounting Standards
MOODY'S TOOL KIT: A Framework for Assessing Hybrid Securities
Moody's Updates Loss Coverage Methodology and Cashflow Assumptions for Closed End Second Lien Mortgage Loans
Multifamily Housing Bonds Secured By HUD Section 202 Eligible For Investment Grade Ratings
Municipal Structured Products
National Scale Ratings in Kazakhstan
National Scale Ratings in South Africa
National Scale Ratings In Taiwan
Native American Gaming
North American Natural Gas Pipelines
Option ARMs RMBS Loss Projection Update: February 2009
Overview of Moody's RMBS Monitoring Process
Piercing the Country Ceiling: An Update
Prime Jumbo RMBS Loss Projection Update: March 2009
Privatized Student Housing & Debt Capacity
PROPOSAL TO ADAPT U.S. CASH-FLOW CLO RATING METHODOLOGY TO LGD/PDR INITIATIVE

Methodology URL
Rating Cash Flow Transactions Backed by Corporate Debt 1995 Update
Rating Implications of Lower Interest Rates on Pensions and Other Post Retirement Liabilities for US Corporations
Rating Methodology For Municipal Natural Gas Prepayment Bonds
Rating Methodology for REITs and Other Commercial Property Firms
Rating Methodology: Analytical Framework for Ports Ratings
Rating Methodology: Analyzing Credit Risks of US Life Insurance Companies
Rating Methodology: Analyzing the Credit Risks of Finance Companies
Rating Methodology: Credit Risks of Investment Management Companies
Rating Methodology: Credit Risks of Mortgage Insurers
Rating Methodology: Food and Consumer Products
Rating Methodology: Moody's Approach to Analyzing Pension Obligations of Corporations
Rating Methodology: Moody's Approach To Rating Refunded Bonds
Rating Methodology: Paper and Forest Products - European Ratings Approach and 1999 Industry Outlook
Rating Methodology: Ratios and Bank Ratings - What's the Connection?/Moody's US Bank Team Showcases Its Favorite Ratios
Rating methodology: U.S. Auto Retailers
RATING NPL TRANSACTIONS (Non-Performing Loans)
Rating Short-Term Notes
Rating Transitions for Investment Grade Issuers Subject To Event Risk
Rating US Option ARM RMBS – Moody's Updated Rating Approach
Real Estate Fund Ratings
Repackaged Securities
Residential Mortgage Servicer Quality Assessment (“SQ”) Ratings in EMEA: Moody's Methodology
Revised Country Ceiling Policy

Methodology URL
Revised Foreign-Currency Ceilings to Better Reflect Reduced Risk of a Payments Moratorium in Wake of Government Default
Revised Policy with Respect to Country Ceilings
Securitisation of Non-performing Tax Receivables in Europe: Bridging the Gap Between Structuring and Modelling
Self-Liquidity Ratings In The Non-Profit Sector: Moody's Approach To Rating Internal Liquidity - Supported Debt Of Higher Education And Other Non-Profits
Self-Liquidity Update: Moody's Evolving Approach to Rating - Self-Liquidity Debt for Higher Education and Other Not-for-Profit Organizations Maintains Strong C
Serialized ABCP: The Hidden Dangers
Significant Debt Issuance Expected with the Privatization of Military Housing / Leveraging Private Sector Resources with the Federal Military Housing Loan Guar
SIV Management Quality Ratings
Sizing RMBS Large Loan Concentration Risk
Solid Waste Management Industry
Sovereign Rating Methodology: The Implications of Highly Dollarized Banking Systems for Sovereign Credit Risk
Sovereign Risk: Bank Deposits vs. Bonds
Spanish Cedulas Hipotecatias (Mortgage Certificates) Moody's Analytical Approach
Subprime RMBS Loss Projection Update, March 2009
Texas "Tuition Revenue" Bonds: Ratings Driven by Credit of Universities
The Application of Joint-Default Analysis to the Canadian University Sector
The Credit Rating Process and Analytical Methodology for Community and Regional US Banks
The Credit Rating Process and Analytical Methodology for Small US Banks
The Evolving Meaning of Moody's Bond Ratings
The Fourier Transform Method: A New Method to Compute Portfolio Default & Loss Distributions
The Meaning of Moody's Non-Life Insurance Ratings
The Moody's Capital Model
The Six Critical Components of Municipal Strong Management

Methodology URL
The U.S. Municipal Bond Rating Scale: Mapping to the Global Rating Scale And Assigning Global Scale Ratings to Municipal Obligations
The UK Water Sector: Financial Parameters and Structural Enhancements for Leveraged Financings
The UK Water Sector: Moody's Approach To Rating Highly-Leveraged Structures For Asset Ownership
The UK Water Sector: Moody's Approach to Rating Highly-Leveraged Structures For Asset Ownership: Seeking to Turn Water Into Wine?
The Usefulness Of Local Currency Ratings In Countries With Low Foreign Currency Country Ceilings
Two Party Pay Approach - Structure And Mechanics
U.S. CMBS: Moody's Approach to Rating Loans Secured by Co-ops
U.S. RMBS: 40-year Mortgages in Subprime RMBS
Understanding The Risks In Credit Default Swaps
Update to Moody's Approach to Analyzing Delinquent Loans Included in Performing US RMBS
Update to Subprime Residential Mortgage Securitization Assumptions
Updated: Moody's Approach to Rating CMBS Transactions in Japan
Updated: Moody's Approach to Rating CMBS Transactions in Japan, Supplemental Series 1: Overview of Property Level Analysis
Floating-Rate ABCP: Covering the Risks
Impact of Rating Actions on Counterparties in Repo ABCP Programmes – SUPPLEMENT
Moody’s Approach to Rating Asset-Backed Commercial Paper
Moody's Approach to Evaluating Credit Arbitrage ABCP Programs

Methodology URL
Moody's Approach to Rating Asset-Backed Commercial Paper
Rating Commercial Paper Programs Backed by Maturity-Matched Loans
Moody's Approach to Asset-Backed CP in Japan: Overview of Structures
Consumer Finance ABS: Moody's Approach With a Focus on the Italian Market
Equipment Lease and Loan Securitizations Methodology
Fleet Lease Securitizations Methodology
Fleet Lease Securitizations Methodology
Insurance Premium Finance-Backed Securitizations Methodology
Insurance Premium Finance-Backed Securitizations Methodology
Intellectual Property Securitizations Methodology
Intellectual Property Securitizations Methodology
Moody’s Approach to Rating ABS Backed by Equipment Leases and Loans
Moody’s Approach to Rating Australian Asset-Backed Securities
Moody’s Approach to Rating Auto Loan-Backed ABS
Moody’s Approach to Rating Consumer Loan ABS Transactions

Methodology URL
Moody’s Approach to Rating Consumer Loan ABS Transactions
Moody’s Approach to Rating Consumer Loan-Backed ABS
Moody’s Approach to Rating Credit Card Receivables-Backed Securities
Moody’s Approach to Rating Fleet Lease-Backed ABS
Moody’s Approach to Rating Floorplan Asset-Backed Securities
Moody’s Approach to Rating Future Receivables Transactions

Methodology URL
Moody’s Approach to Rating Insurance Premium Finance-Backed Securities
Moody’s Approach to Rating Intellectual Property Asset-Backed Securities
Moody’s Approach to Rating Japanese Auto Loan ABS
Moody’s Approach to Rating Obligations Backed by Future International Credit and Debit Card Merchant Voucher Receivables
Moody’s Approach to Rating Operating Company Securitizations
Moody’s Approach to Rating Operating Company Securitizations
Moody’s Approach to Rating Railcar Leasing ABS
Moody’s Approach to Rating Railcar Leasing ABS
Moody’s Approach to Rating Securities Backed by Wireless Towers
Moody’s Approach to Rating Securitisations Backed by Non-Performing Loans
Moody’s Approach to Rating Securitizations Backed by Non-Performing and Re-Performing Loans
Moody’s Approach to Rating Trade Receivables-Backed Transactions
Moody’s Approach to Rating Trade Receivables-Backed Transactions
Moody’s Approach to Rating Transactions Backed by Intermodal Shipping Container Leases
Moody’s Global Approach to Rating ABS Backed by Production-Dependent Solar Contracts
Moody’s Global Approach to Rating Auto Loan- and Lease-Backed ABS

Methodology URL
Moody’s Global Approach to Rating Rental Fleet Securitizations
Moody’s Global Approach to Rating Securities Backed by Aircraft and Associated Leases
Moody’s Global Approach to Rating Securities Backed by Utility Cost Recovery Charges
Moody’s Global Approach to Rating SME Balance Sheet Securitizations
Moody's Approach to Monitoring Pooled Aircraft-Backed Securitizations
Moody's Approach To Pooled Aircraft-Backed Securitization
Moody's Approach to Rating Agricultural and Construction Equipment Securitizations
Moody's Approach to Rating Auto Lease Securitizations
Moody's Approach to Rating Consumer Loan ABS Transactions
Moody's Approach To Rating Credit Card Receivables-Backed Securities
Moody's Approach to Rating Diversified Payment Rights Securitisations
Moody's Approach to Rating Fleet Lease-Backed ABS
Moody's Approach to Rating Intellectual Property ABS
Moody's Approach to Rating Music Royalty and Intellectual Property-Backed Transactions

Methodology URL
Moody's Approach to Rating Obligations Backed by Future Export Receivables
Moody's Approach to Rating Operating Company Securitizations
Moody's Approach to Rating Railcar Leasing ABS
Moody's Approach to Rating Securities Backed by Wireless Towers
Moody's Approach to Rating Securitisations Backed by Non-Performing and Re-Performing Loans
Moody's Approach to Rating Securitisations Backed by Non-Performing and Re-Performing Loans
Moody's Approach to Rating Shipping Loans for Structured Finance Transactions
Moody's Approach to Rating Trade Receivables Backed Transactions
Moody's Approach to Rating Trade Receivables-Backed Transactions
Moody's Global Approach to Rating Rental Car ABS and Rental Truck ABS
Non-Performing and Re-Performing Loan Securitizations Methodology
Non-Performing and Re-Performing Loan Securitizations Methodology
Production-Dependent Solar Contract Securitizations Methodology
Production-Dependent Solar Contract Securitizations Methodology
SME Asset-Backed Securitizations methodology
Utility Cost Recovery Charge Securitizations Methodology
Utility Cost Recovery Charge Securitizations Methodology
Moody’s Approach to Rating Tobacco Settlement Revenue Securitizations
Moody’s Approach to Rating Tobacco Settlement Revenue Securitizations
Moody's Approach to Rating Tobacco Settlement Revenue Securitizations
Moody's Approach to Rating Tobacco Settlement Revenue Securitizations
Moody's Approach to Rating Tobacco Settlement Revenues Securitizations
Tobacco Settlement Revenue Securitizations Methodology

Methodology URL
Moody’s Approach to Rating Securities Backed by Brazilian Consumer Assets
Moody’s Approach to Rating Securities Issued Through Brazilian Fundo de Investimento em Direitos Creditórios (FIDC)
Asset-Backed Servicer Quality (SQ) Ratings in EMEA: Moody's Methodology
Incorporating Sovereign Risk to EMEA Auto Loan methodology
Moody's Approach to Rating EMEA Auto Lease ABS Exposed to Residual Value Risk
Moody's Approach to Rating European Auto ABS
Moody's Approach to Unsecured Non-Performing Loan Pool Modelling
Operating Company Securitizations Methodology
Incorporating Sovereign Risk to Multi-Pool Financial Lease-Backed Transactions in Italy
Moody's Approach to Monitoring Italian Non-Performing Loan Transactions
Moody's Approach to Rating Multi-Pool Financial Lease-Backed Transactions in Italy
Moody's Approach to Rating NPL Securitisation Transaction
Rejection Risk in Italian Lease-Backed Securitisation “Passata e’ la Tempesta”: Moody’s Rating Approach Prior to and Following Recent Legislative Change
Moody's Approach to Rating Consumer Finance Loan ABS in Japan
Moody's Approach to Rating Japanese Installment Sales Loan Receivables ABS
Moody's Approach to Rating Japanese Whole Business Securitizations
Moody's Approach to Rating Securitizations of Lease Receivables in Japan
Moody’s Approach to Monitoring Securities Backed by Construction Loans to Developers of Low-Income Housing in Mexico
Moody’s Approach to Rating Low-Income Residential Construction Loan Securitizations in Mexico
Moody's Approach to Rating Mexican States' Securitizations Backed by Future Flows of Own-Source Revenues
Moody’s Approach to Monitoring Scheduled Amortisation UK Student Loan-Backed Securities

Methodology URL
Moody’s Approach to Rating UK Income-Contingent-Repayment Student Loan-Backed ABS
Moody's Approach to Rating UK Securities Exposed to Residual Value Risk
Moody's Approach to UK Whole Business Securitisations
Scheduled Amortisation UK Student Loan-Backed Securitisations Surveillance Methodology
UK Income-Contingent-Repayment Student Loan Securitizations Methodology
UK Income-Contingent-Repayment Student Loan Securitizations Methodology
Adjusting for the Seasoning of Pools in Projecting Auto Loan Losses
Methodology Update on Basis Risk in FFELP Student Loan-Backed Securitizations
Methodology Update on Interest Rate Assumptions in Student Loan-Backed Securitizations
Methodology Update: New Repayment Stress Scenario in FFELP Student Loan-Backed Securitizations
Moody’s Approach to Monitoring Life Insurance ABS
Moody’s Approach to Rating Securities Backed by FFELP Student Loans
Moody’s Approach to Rating Securities Backed by Pools of Both FFELP and Private Student Loans
Moody’s Approach to Rating Transactions Backed by Structured Settlements
Moody’s Approach to Rating US Tax Lien-Backed ABS
Moody's Approach to Rating Auto Lease Securitization
Moody's Approach to Rating Securities Backed by Equipment Leases and Loans

Methodology URL
Moody's Approach to Rating Securities Backed by FFELP Student Loans
Moody's Approach to Rating Structured Settlement Transactions
Moody's Approach to Rating Tobacco Settlement Revenues Securitizations
Moody's Approach to Rating U.S. ABS backed by Insurance Premium Finance Receivables
Moody's Approach to Rating U.S. Auto Loan-Backed Securities
Moody's Approach to Rating U.S. Auto Loan-Backed Securities
Moody's Approach to Rating U.S. Floorplan ABS Securities
Moody's Approach to Rating U.S. Private Student Loan-Backed Securities
Moody's Approach to Rating US Private Student Loan-Backed Securities
Moody's Approach to Rating Vacation Timeshare Loan Securitizations
Moody's Approach to Rating Vacation Timeshare Loan Securitizations
Moody's Approach to Rating Wireless Towers-Backed Securitizations
Moody's Global Approach to Rating Securities Backed by Utility Cost Recovery Charges
Moody's Revised Cash Flow Assumptions for FFELP Student Loan-Backed Transactions
U.S. Auto-Backed Securities: Moody's Approach to Using Stratified Data to Improve the Precision of Loss Analysis in Auto Loan Securitizations (Mix-Neutral Ana
Updated Cash Flow Methodology for Variable Rate Transactions Backed by Federal Family Education Loan Program (FFELP) Student Loans
US Manufactured Housing Loan ABS Surveillance Methodology
US Property Assessed Clean Energy (PACE) Securitizations Methodology
US Tax Lien-Backed Securitizations Methodology
US Tax Lien-Backed Securitizations Methodology
Vacation Timeshare Loan Securitizations Methodology
Bank Credit Risk – An Analytical Framework for Banks in Developed Markets
Bank Financial Strength Ratings: Global Methodology

Methodology URL
Banks
Banks
Banks
Banks
Banks
Banks
Banks
Banks Methodology
Banks Methodology
Global Banks
Global Banks
Global Securities Industry Methodology
Incorporation of Joint-Default Analysis into Moody's Bank Ratings: A Refined Methodology
Incorporation of Joint-Default Analysis into Moody's Bank Ratings: Global Methodology
Moody’s Consolidated Global Bank Rating
Moody's Guidelines for Rating Bank Hybrid Securities and Subordinated Debt
Approach to Rating US and Canadian Conduit/ Fusion CMBS
CMBS: Moody's Approach to Rating Credit Tenant Lease (CTL) Backed Transactions
CMBS: Moody's Approach to Rating Loans Secured by Industrial Properties
CMBS: Moody's Approach to Rating Loans Secured by Manufactured Home Communities
Commercial Real Estate Finance: Moody’s Approach to Rating Credit Tenant Lease Financings
Commercial Real Estate Finance: Moody's Approach to Rating Credit Tenant Lease Financings
Moody’s Approach to Rating Credit Tenant Lease and Comparable Lease Financings
Methodology URL
Moody’s Approach to Rating Credit Tenant Lease and Comparable Lease Financings
Moody’s Approach To Rating EMEA CMBS Transactions
Moody’s Approach to Rating Large Loan and Single Asset/Single Borrower CMBS
Moody's Approach to Pari-Passu Notes in CMBS: Some "A"-Notes Are More Equal Than Others
Moody's Approach to Rating Commercial Real Estate CDOs
Rating Caps for CMBS in the Tail Period
Moody's Approach to Rating Canadian CMBS
Moody’s Approach to Rating EMEA CMBS Transactions
Moody’s Approach to Rating EMEA CMBS Transactions
Moody's Approach To Rating EMEA Commercial Real Estate CDOs
Moody's Approach to Real Estate Analysis for CMBS in EMEA: Portfolio Analysis (MoRE Portfolio)
Update on Moody’s Real Estate Analysis for CMBS Transactions in EMEA
Large Loan and Single Asset/Single Borrower Commercial Mortgage-Backed Securitizations Methodology
Large Loan and Single Asset/Single Borrower Commercial Mortgage-Backed Securitizations Methodology
Updated: Moody's Approach to Rating CMBS Transactions in Japan (June 2010)
Moody’s Approach to Evaluating Singapore CMBS Liquidity Arrangements
CMBS: Moody's Approach to A-B Notes and Other Forms of Subordinate Debt
Methodology URL
CMBS: Moody's Approach to Assessing Loan Credit Quality at a Cyclical Trough
CMBS: Moody's Approach to Rating Assisted Living Facilities
CMBS: Moody's Approach to Rating Floating Rate Transactions
CMBS: Moody's Approach to Rating Loans Secured by Multi-Family Properties
CMBS: Moody's Approach to Rating Loans Secured by Office Properties
CMBS: Moody's Approach to Rating Loans Secured by Parking Facilities
CMBS: Moody's Approach to Rating Loans Secured by Self- Storage Facilities
CMBS: Moody's Approach to Rating Static CDOs Backed by Commercial Real Estate Securities
CMBS: Moody's Approach To Replacement Cost
CMBS: Moody's Approach to Revolving Facilities in CDOs Backed by Commercial Real Estate Securities
CMBS: Moody's Approach to Small Commercial Real Estate Loans
CMBS: Moody's Approach to Small Loan Transactions
CMBS: Moody's Approach To Surveillance
CMBS: Moody's Approach to Terrorism Insurance After the Federal Backstop
CMBS: Occupancy Cost Ratio Is Key to Analysis of Mall Credit Risk
Moody's Approach to Rating CMBS Large Loan/Single Borrower Transactions
Moody's Approach to Rating Fusion U.S. CMBS Transactions
Moody's Approach to Rating U.S. CMBS Conduit Transactions
Rating Methodology Update: U.S. CMBS Review Prompted by Declining Property Values and Rising Delinquencies
U.S. CMBS: Moody's Approach To Analyzing Transitional Hotel Properties
U.S. CMBS: Moody's Approach to Borrower-Affiliates Owning Their Related B-Notes
US CMBS and CRE CDO: Moody's Approach to Rating Commercial Real Estate Mezzanine Loans
US CMBS: Moody’s Approach to Rating Loans Secured by Nursing Facilities

Methodology URL
US CMBS: Moody's Approach to Office Loans - Sustainable Rents and Tenant Ratings Are Key To Credit Quality
US CMBS: Moody's Approach to Rating Commercial Land Loans
US CMBS: Moody's Approach to Rating Commercial Real Estate Construction Loans
US CMBS: Moody's Approach to Rating Condo Conversion Loans
US CMBS: Moody's Approach to Real Estate Tax Abatements
US CMBS: Moody's Approach To Surveillance Of Large Loan Transactions
Approach to Rating US and Canadian Conduit/Fusion CMBS
CMBS: Moody’s Approach to Rating Recourse Loans in Canadian and U.S. Conduits
US and Canadian Conduit/Fusion Commercial Mortgage-Backed Securitizations Methodology
Global Business & Consumer Service Industry
Global Consumer Durables
Global Technology Hardware
Midstream Energy Companies & Partnerships
Moody's Methodology For Rating Sports-Related Enterprises
North American Diversified Natural Gas Transmission And Distribution Companies
Aerospace and Defense Industry
Aerospace and Defense Methodology
Alcoholic Beverages Methodology
Alcoholic Beverages Methodology
Apparel
Apparel Companies
Methodology URL
Apparel Methodology
Automobile Manufacturer Industry
Automotive Supplier Methodology
Building Materials
Building Materials Industry
Building Materials Industry
Business and Consumer Service Industry
Business and Consumer Service Industry
Captive Finance Subsidiaries of Nonfinancial Corporations
Chemical Industry
Chemical Industry
Chemicals
Communications Infrastructure Industry
Communications Infrastructure Methodology
Construction Industry
Construction Industry
Consumer Durables Industry
Consumer Durables Industry
Consumer Packaged Goods Methodology
Distribution & Supply Chain Services Industry
Distribution & Supply Chain Services Industry
Diversified Technology
Diversified Technology Rating Methodology

Methodology URL
Enhanced Equipment Trust and Equipment Trust Certificates
Enhanced Equipment Trust And Equipment Trust Certificates
Environmental Services and Waste Management Companies
Environmental Services and Waste Management Companies
Equipment and Transportation Rental Industry
Equipment and Transportation Rental Industry
Gaming Industry
Gaming Methodology
Global Aerospace and Defense
Global Aerospace and Defense Industry
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Global Alcoholic Beverage Industry
Global Alcoholic Beverage Industry
Global Alcoholic Beverage Rating Methodology
Global Apparel Companies
Global Apparel Industry
Global Automobile Manufacture Industry
Global Automobile Manufacturer Industry
Global Automotive Retailer Industry
Global Automotive Supplier Industry
Global Broadcast and Advertising Related Industries

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Global Broadcast and Advertising Related Industries
Global Broadcast Industry
Global Building Materials Industry
Global Business & Consumer Service Industry Rating Methodology
Global Cable Television Industry
Global Chemical Industry
Global Chemical Industry Rating Methodology
Global Commodity Merchandising and Processing Companies
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Global Construction Methodology
Global Construction Methodology
Global Consumer Durables
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Global Equipment and Automobile Rental Industry
Global Equipment and Automobile Rental Industry
Global Food - Protein and Agriculture Industry
Global For-Profit Hospital Industry
Global Freight Railroad Industry
Global Gaming
Global Gaming Industry
Global Healthcare Service Providers

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Global Heavy Manufacturing Rating Methodology
Global Homebuilding Industry
Global Independent Exploration and Production Industry
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Global Investment Holding Companies
Global Lodging & Cruise Industry Rating Methodology
Global Lodging Industry
Global Manufacturing Companies
Global Manufacturing Companies
Global Manufacturing Industry
Global Medical Product and Device Industry
Global Medical Products & Device Industry
Global Midstream Energy
Global Mining Industry
Global Mining Industry
Global Newspaper Industry
Global Oilfield Services Industry Rating Methodology
Global Oilfield Services Industry Rating Methodology
Global Oilfield Services Rating Methodology
Global Packaged Goods

Methodology URL
Global Packaged Goods Industry
Global Packaging Manufacturers: Metal, Glass, and Plastic Containers
Global Paper and Forest Products Industry
Global Paper and Forest Products Industry
Global Passenger Airlines
Global Passenger Airlines
Global Passenger Railway Companies
Global Pay Television - Cable and Direct-to-Home Satellite Operators
Global Pay Television - Cable and Direct-to-Home Satellite Operators
Global Pharmaceutical Industry
Global Pharmaceutical Industry
Global Postal and Express Delivery Methodology
Global Protein and Agriculture Industry
Global Protein and Agriculture Industry
Global Publishing Industry
Global Refining and Marketing Rating Methodology
Global Restaurant Industry
Global Restaurant Methodology
Global Retail Industry
Global Retail Industry

Methodology URL
Global Semiconductor Industry Methodology
Global Semiconductor Industry Methodology
Global Soft Beverage
Global Software Industry
Global Software Industry
Global Steel Industry
Global Steel Industry
Global Surface Transportation and Logistics Companies
Global Surface Transportation and Logistics Companies
Global Technology Hardware
Global Telecommunications Industry
Global Telecommunications Industry
Global Tobacco Industry
Global Tobacco Rating Methodology
Homebuilding And Property Development Industry
Homebuilding And Property Development Industry
Independent Exploration and Production
Independent Exploration and Production (E&P) Industry
Independent Exploration and Production Industry

Methodology URL
Integrated Oil and Gas Methodology
Investment Holding Companies and Conglomerates
Investment Holding Companies and Conglomerates
Large Global Diversified Media Industry
Large Global Diversified Media Industry
Manufacturing Methodology
Media Industry
Medical Product and Device Industry
Medical Products and Devices
Midstream Energy
Midstream Energy
Mining
Mining Industry
Oilfield Services
Packaging Manufacturers: Metal, Glass and Plastic Containers Methodology
Packaging Manufacturers: Metal, Glass, and Plastic Containers
Packaging Manufacturers: Metal, Glass, and Plastic Containers
Paper and Forest Products Industry
Paper and Forest Products Industry
Passenger Airline Industry
Passenger Railways and Bus Companies Methodology
Pay TV
Pay TV
Methodology URL
Pharmaceutical Industry
Postal and Express Delivery Companies
Protein and Agriculture
Refining and Marketing Industry
Refining and Marketing Industry
Restaurant Industry
Restaurant Industry
Retail
Retail Industry
Retail Industry
Semiconductor Industry
Semiconductor Industry Methodology
Semiconductor Methodology
Semiconductors
Shipping Industry
Shipping Methodology
Software Industry
Software Industry
Solid Waste Management Industry
Steel Industry
Surface Transportation and Logistics
Telecommunications Service Providers
Telecommunications Service Providers

Methodology URL
The Rating Relationship Between Industrial Companies And Their Captive Finance Subsidiaries
Tobacco Industry
Tobacco Industry
Trading Companies
Trading Companies
Global Manufacturing Industry
Asian Consumer Electronics
Asian Consumer Electronics
Local Government Financing Vehicles in China Methodology
Assessing Swap as Hedges in the Covered Bond Market
Moody’s Approach to Rating Covered Bonds
Moody's Approach to Rating Covered Bonds

Methodology URL
Timely Payments in Covered Bonds Following Sponsor Bank Default
Moody’s Approach to Rating Spanish Multi-Issuer Covered Bonds
Moody's Approach to Rating Spanish Multi-Issuer Covered Bonds
Moody's Approach To Rating Synthetic CDOs
A Description of Moody's Monitoring Approach for CPDO Transactions - January 2012 Update
Binomial Expansion Method Applied to CBO/CLO Analysis (The)
CDO RatingFactors Moody's Approach To Analyzing Interest Rate Asset Specific Hedges
CDO RatingFactors Moody's Approach to Including TRUPS CDO Tranches in ABS CDOs
CDO RatingFactors VOL. I … No. 2 Current Pay Obligations in Cash Flow CDOs
CDO RatingFactors VOL. I … No. 5 Haircuts for Excess Caa Assets and Deep Discount Obligations
CDO RatingFactors VOL. I … No. 6 Moody's Approach to Rating Digital Credit Default Swaps
CDO RatingFactors VOL. II … No. 2 Quotation Amount in Synthetic CDOs
CDO RatingFactors VOL. II … No. 3 Notching Watchlisted Structured Finance Securities in CDOs
CDO RatingFactors VOL. II … No. 4 Assigning Market Value To CDO Assets
CDO RatingFactors VOL. II … No. 5 Moody's Approach to Implementing Par Haircuts in Structured Finance CDOs
CDO RatingFactors VOL. III … No. 2 UPDATE: Post-Reinvestment Period Reinvesting in Actively-Managed CDOs
Commonly Asked CDO Questions: Moody’s Responds
Historical Recoveries in Synthetic CDOs: Variation and the Cheapest-to-Deliver
How Moody's Deals With Non-Moody's-Rated Collateral Instruments Within Moody's-Rated CDOs
Introducing MVCDO -- Moody's Multi-Asset Market Value CDO Model
Managed Synthetic CDOs: Moody’s CDOROMTM Guidelines
Moody’s Approach to Rating Collateralized Debt Obligations Backed by Project Finance and Infrastructure Assets
Moody’s Approach to Rating Collateralized Loan Obligations

Methodology URL
Moody’s Approach to Rating Corporate Synthetic Collateralized Debt Obligations
Moody’s Approach to Rating Credit Derivative Product Companies
Moody’s Approach to Rating Derivative Product Companies
Moody’s Approach to Rating Repackaged Securities
Moody’s Approach to Rating SF CDOs
Moody’s Global Approach to Rating Collateralized Loan Obligations
Moody's Approach to Evaluating Derivative Products Subsidiaries
Moody's Approach to Modeling Assumptions for Market-Value Collateralized Loan Obligations
Moody's Approach To Modelling 'Exotic' Synthetic CDOs with CDOROMTM
Moody's Approach to Monitoring CPDO Transactions
Moody's Approach to Monitoring Leveraged Super Senior Transactions

Methodology URL
Moody's Approach to O/C-Based Event of Default for Cash-Flow CLOs
Moody's Approach to Rating Catastrophe Bonds
Moody's Approach to Rating Catastrophe Bonds Updated
Moody's Approach to Rating Collateralised Debt Obligations Backed by Project Finance and Infrastructure Assets
Moody's Approach to Rating Collateralised Debt Obligations Backed by Project Finance and Infrastructure Assets
Moody's Approach to Rating Collateralized Debt Obligations with Pay-As-You-Go Credit Default Swaps
Moody's Approach to Rating Collateralized Funds of Hedge Funds Obligations
Moody's Approach to Rating Collateralized Loan Obligations
Moody's Approach to Rating Corporate Collateralized Synthetic Obligations
Moody's Approach to Rating Corporate Synthetic Collateralized Debt Obligations
Moody's Approach to Rating Credit Derivative Product Companies
Moody's Approach to Rating Debt Issuances of Certified Capital Companies
Moody's Approach to Rating Derivative Product Companies
Moody's Approach to Rating Insurance Trust Preferred Security CDOs
Moody's Approach to Rating Market Value Collateralized Loan Obligations (MV CLOs)
Moody's Approach to Rating Market-Value CDOs: Volatility and Jump Probability Table Supplement
Moody's Approach to Rating New Catastrophe Bond Perils and The Securitization of Mortality Risk
Moody's Approach to Rating Repackaged Securities
Moody's Approach to Rating Repackaged Securities
Moody's Approach To Rating Synthetic Resecuritizations
Moody's Global Approach to Rating Collateralized Loan Obligations
Moody's Mapping Methodology for Bank Balance-Sheet CLOs
Moody's Methodology for Rating Debt Issuance Under Certified Capital Company and New Markets Tax Credit Programs
Methodology URL
Moody's Rating Methodology: An Alternative Approach to Evaluating Market Value CDOs
Moody's Refines Its Approach to Rating Structured Notes
MOODY'S REVISES ITS METHODOLOGY FOR EMERGING MARKET CDOS
Moody's Revisits its Assumptions Regarding Structured Finance Default (and Asset) Correlations for CDOs
Periodic Reports for Moody's Rated Credit Derivative Product Companies (CDPCs)
Rating CDO Repacks: An Application Of The Structured Note Methodology
Responses to Frequently Asked CDO Questions (Fourth of Series)
Responses to Frequently Asked CDO Questions (Second of Series)
Responses to Frequently Asked CDO Questions (Third of Series)
Tax Event upon Merger in Synthetic CDO Transactions
Understanding Collateral Risks of Funded Synthetics in CDOs
Usage of Credit Event Auction Final Price in CSOs
Using the Structured Note Methodology to Rate CDO Combo-Notes
Moody's Approach to Rating Multisector CDOs
Moody's Approach to Rating SF CDOs
Moody's Modeling Approach to Rating Structured Finance Cash Flow CDO Transactions
Incorporating Sovereign Risk to Moody’s Approach to Rating CDOs of SMEs in Europe
Moody's Approach to Rating Taiwanese CDO Transactions
CDO RatingFactors VOL. I … No. 3 Moody's Recovery Rate Assumptions for U.S. Corporate Loans and Bonds: Picking Up The Pieces
CDO RatingFactors VOL. I … No. 4 New Defined Terms for U.S. Cash Flow CBOs/CLOs: 'Moody's Default Probability Rating' and 'Moody's Obligation Rating'
CDO RatingFactors VOL. II … No. 1 Moody's Rating Approach to U.S. SME CLOs: Using Credit Tools to Expand Manager Flexibility
Mitigating Voluntary Bankruptcy Risk of U.S.-Domiciled Termination Derivative Product Companies and Assessing the Effectiveness of Continuation Derivative P
Methodology URL
Moody’s Approach to Rating TruPS CDOs
Moody's Approach to Rating TRUP CDOs
Moody's Approach to Rating U.S. Bank Trust Preferred Security CDOs
Moody's Approach to Rating U.S. Middle Market CLOs: Part II
Moody's Approach to Rating U.S. REIT CDOs
Moody's Approach to Rating US Municipal Cash-Flow CDOs
Clearing Houses
Clearing Houses
Clearing Houses
Financial Statement Adjustments in the Analysis of Financial Institutions
Financial Statements Adjustments in the Analysis of Financial Institutions
Moody's Approach to Global Standard Adjustments in the Analysis of the Financial Statements of Banks, Securities Firms and Finance Companies
Moody's Approach to Rating Banks and Finance Companies with Limited Financial History
Special Rating Considerations for Financial Institutions with Limited Financial History
Evaluating Operating Debt Used by Insurance Companies
Moody's Approach to Global Standard Adjustments in the Analysis of Financial Statements for Non-Financial Corporations - Part I
Moody's Approach to Global Standard Adjustments in the Analysis of Financial Statements for Non-Financial Corporations – Part II
Moody's Approach to Global Standard Adjustments in the Analysis of Financial Statements for Non-Financial Corporations - Part III
Cash Flow Analysis of Synthetic ABS/RMBS Transactions

Methodology URL
Debtor-In-Possession Lending
Global Structured Finance Operational Risk Guidelines: Moody's Approach to Analyzing Performance Disruption Risk
Moody’s ABCP Operational Risk Guidelines
Moody's Short-Term Insurance Financial Strength Ratings
Short-Term Prime Ratings
The Evolving Meaning of Moody's Bond Rating
The Evolving Meaning of Moody's Bond Rating
Moody’s Approach to Assessing Risk Mitigation in Servicing Transfers in Australia
Cash Commingling Risk in EMEA ABS and RMBS Transactions: Moody’s Approach
Cash Commingling Risk in EMEA ABS and RMBS Transactions: Moody’s Approach
Revising Default/Loss Assumptions Over the Life of an ABS/RMBS Transaction
General Principles for Assessing Environmental, Social and Governance Risks
General Principles for Assessing Environmental, Social and Governance Risks Methodology
How Sovereign Credit Quality Can Affect Other Ratings
How Sovereign Credit Quality May Affect Other Ratings
Local and Foreign Currency Country Ceilings for Bonds and Other Obligations Methodology
Local Currency Country Risk Ceiling for Bonds and Other Local Currency Obligations
Methodology URL
Loss Given Default for Speculative-Grade Non-Financial Companies in the U.S., Canada and EMEA
Mapping Moody's National Scale Ratings to Global Scale Ratings
Mapping National Scale Ratings from Global Scale Ratings
Moody’s Approach to Using Credit Estimates in Its Rating Analysis
Moody’s Global Short-Term Ratings
Moody’s Global Short-Term Ratings
Moody's Approach to Evaluating Distressed Exchanges
Moody's Global Short-Term Ratings
Not-for-Profit Organizations (other than Healthcare and Education)
Not-for-Profit Organizations (other than Healthcare and Education)
Rating Non-Guaranteed Subsidiaries: Credit Considerations In Assigning Subsidiary Ratings In The Absence Of Legally Binding Parent Support
Rating Obligations with Variable Promises
Rating Transactions Based on the Credit Substitution Approach: Letter of Credit backed, Insured and Guaranteed Debts
Rating Transactions Based on the Credit Substitution Approach: Letter of Credit-backed, Insured and Guaranteed Debts
Short-Term Ratings
Short-Term Ratings
Updated Approach to the Usage of Credit Estimates in Rated Transactions

Methodology URL
Hybrid Equity Credit
Hybrid Equity Credit
Revisions to Moody's Hybrid Tool Kit
Construction Risk in Privately Financed Public Infrastructure (PFI/PPP/P3) Projects
Construction Risk in Privately-Financed Public Infrastructure (PFI/PPP/P3) Projects
Generic Project Finance
Generic Project Finance Methodology
Global Regulated Water Utilities
Government Owned Rail Network Operators
Government Owned Toll Roads
Government Owned Toll Roads
Natural Gas Pipeline
Natural Gas Pipelines
Operating Risk in Privately-Financed Public Infrastructure (PFI/PPP/P3) Projects
Operational Airports outside of the United States
Operational Privately Financed Public Infrastructure (PFI/PPP/P3) Projects
Operational Privately Financed Public Infrastructure (PFI/PPP/P3) Projects
Operational Privately Financed Public Infrastructure (PFI/PPP/P3) Projects Methodology
Operational Toll Roads

Methodology URL
Power Generation Projects
Power Generation Projects Methodology
Privately Managed Airports and Related Issuers
Privately Managed Airports and Related Issuers
Privately Managed Port Companies
Privately Managed Ports Methodology
Privately Managed Toll Roads
Privately Managed Toll Roads
Privately Managed Toll Roads Methodology
Public Port Revenue Bonds
Public Port Revenue Bonds
Publicly Managed Airports and Related Issuers
Publicly Managed Ports Methodology
Publicly Managed Ports Methodology

Methodology URL
Publicly Managed Toll Roads and Parking Facilities
Regulated Electric and Gas Networks
Regulated Electric and Gas Utilities
Regulated Electric and Gas Utilities
Regulated Water Utilities
Regulated Water Utilities
Unregulated Utilities and Power Companies
Unregulated Utilities and Unregulated Power Companies
Unregulated Utilities and Unregulated Power Companies
Waste-to-Energy Projects
Airports with Unregulated Rate Setting
Credit Risks and Opportunities for the Municipal Solid Waste Sector
State and Local Government-Owned Toll Facilities in the United States
U.S. Municipal Joint Power Agencies
Moody's Rating Methodology for U.S. Ports
U.S. Electric Generation & Transmission Cooperatives
U.S. Electric Generation & Transmission Cooperatives
U.S. Public Power Electric Utilities
U.S. Public Power Electric Utilities with Generation Ownership Exposure
US Electric Generation & Transmission Cooperatives
US Municipal Joint Action Agencies

Methodology URL
US Municipal Joint Action Agencies
US Municipal Joint Action Agencies Methodology
US Municipal Joint Action Agencies Methodology
US Public Power Electric Utilities With Generation Ownership Exposure
US Public Power Electric Utilities with Generation Ownership Exposure Methodology
Assigning Instrument Ratings for Insurers
Financial Guarantors
Financial Guarantors Methodology
Global Life Insurers
Global Property and Casualty Insurers

Methodology URL
Global Reinsurers
Global Reinsurers
Global Reinsurers
Global Reinsurers
Global Title Insurers
Global Trade Credit Insurers
Insurance Brokers and Service Companies
Insurance Brokers and Service Companies
Life Insurers
Life Insurers Methodology
Moody’s Guidelines for Rating Insurance Hybrid Securities and Subordinated Debt
Moody’s Rating Methodology: Lloyd’s Financial Strength Ratings
Moody's Global Methodology for Rating Mortgage Insurers
Moody's Global Rating Methodology for Insurance Brokers & Service Companies
Moody's Global Rating Methodology for Insurance Brokers & Service companies
Methodology URL
Moody's Global Rating Methodology for Life Insurers
Moody's Global Rating Methodology for Property and Casualty Insurers
Moody's Global Rating Methodology for Reinsurers
Moody's Global Rating Methodology for Reinsurers
Moody's Global Rating Methodology for the Mortgage Insurance Industry
Moody's Rating Methodology for Global Trade Credit Insurers
Moody's Rating Methodology for the Financial Guaranty Insurance Industry
Mortgage Insurers
Mortgage Insurers
Mortgage Insurers
Mortgage Insurers
Mortgage Insurers Methodology
Property and Casualty Insurers
Property and Casualty Insurers Methodology
Rating Methodology: Credit Insurance
Reinsurers
Reinsurers Methodology
Reinsurers Methodology
Title Insurers
Title Insurers Methodology
Trade Credit Insurers

Methodology URL
Trade Credit Insurers Methodology
Moody’s Rating Methodology for U.S. Title Insurance Companies
Moody's Rating Methodology for U.S. Health Insurers
Moody's Rating Methodology for U.S. Health Insurance Companies
Moody's Rating Methodology for U.S. Title Insurance Companies
U.S. Health Insurance Companies
US Health Insurance Companies
Asset Managers
Asset Managers: Traditional and Alternative
Assigning Unsecured Credit Ratings to Hedge Funds
Moody's Global Rating Methodology for Asset Management Firms
Moody's Methodology for Rating Securities Issued by U.S. Closed-End Funds
Closed-End Funds Methodology
Moody's Methodology for Rating Securities Issued by U.S. Closed-End Funds
Securities Issued by U.S. Closed-End Funds
Securities Issued by US Closed-End Funds

Methodology URL
National Scale Ratings In Russia
Debt and Equity Treatment for Hybrid Instruments of Speculative-Grade Nonfinancial Companies
Financial Statement Adjustments in the Analysis of Non-Financial Corporations
Financial Statement Adjustments in the Analysis of Non-Financial Corporations Methodology
General Principles of Liquidity Risk Assessment
Moody's Approach to Assessing the Adequacy of "Liquidity Risk Insurance"
Moody's Approach to Global Standard Adjustments in the Analysis of Financial Statements for Non-Financial Corporations
Updated Summary Guidance for Notching Bonds, Preferred Stocks and Hybrid Securities of Corporate Issuers
Analyzing The Credit Risks Of Finance Companies
Finance Companies
Finance Companies
Finance Companies
Finance Company Global Rating Methodology
Global Securities Industry Methodology
Moody's Approach to Rating Financial Entities Specialised in Issuing Covered Bonds
Revised Methodology for Government Related Non-Bank Financial Institutions
Securities Industry Market Makers
Securities Industry Service Providers

Methodology URL
European Consumer Finance
Adjustments to US State and Local Government Reported Pension Data
Adjustments to US State and Local Government Reported Pension Data
Global Rating Methodology for REITs and Other Commercial Property Firms
REITs and Other Commercial Real Estate Firms
REITs and Other Commercial Real Estate Firms Methodology
Moody’s MILAN Methodology for Rating Korean RMBS
The Importance of Representations and Warranties in RMBS Transactions
Moody’s Approach to Rating Belgian Residential Mortgage Backed Securities
Moody’s Approach to Rating RMBS Using the MILAN Framework
Moody’s Approach to Rating Single-Family Rental Securitizations
Moody’s Global Approach to Rating Reverse Mortgage Securitizations
Moody’s Global Approach to Rating Reverse Mortgage Securitizations
Moody's Approach to Rating US Prime RMBS
Reverse Mortgage Securitizations Methodology
Reverse Mortgage Securitizations Methodology

Methodology URL
Single-Family Rental Securitizations Methodology
Approach for Evaluating Lender's Mortgage Insurance in Australian RMBS
Moody’s Approach to Addressing Tail Risk in Australian RMBS that Pay Principal Pro-rata
Moody’s Approach to Rating Australian RMBS
Moody's Approach to Rating Australian RMBS using MILAN
The Impact of Mortgage Insurance On The Subordination Level of Australian MBS
Moody's Approach to Rating Belgian RMBS
A Framework For Stressing House Prices In RMBS Transactions in EMEA
Cash Flow Analysis in EMEA RMBS: Testing Structural Features with the MARCO Model (Moody's Analyser of Residential Cash Flows)
Moody’s Enhanced Approach to Originator Assessments in RMBS Transactions
Moody's Approach to Rating RMBS in Emerging Securitisation Markets – EMEA
Moody's Approach to Rating RMBS in Europe, Middle East, and Africa
Moody's MILAN Methodology for Rating Irish RMBS
Moody's RMBS Master Trust Cash Flow Analysis
Mortgage Insurance in EMEA RMBS Transactions: Potential Advantages and Analytical Considerations of Partially Insured Transactions
Moody’s Approach to Rating French RMBS
Moody's Updated MILAN Methodology for Rating German RMBS
Moody's Approach to Rating RMBS using the MILAN Framework

Methodology URL
Residential Mortgage-Backed Securitizations methodology
Moody’s Methodology for Rating Greek RMBS
Moody's Approach to Rating Italian RMBS
Summary of and Introduction to: Moody's Approach to Rating Italian Residential Mortgage-Backed Securities
Updated: Moody’s Approach to Rating RMBS Transactions in Japan
Moody's Approach to Rating Korean RMBS using MILAN
Moody’s Approach to Rating Mexican RMBS
Moody's Approach to Monitoring Residential Mortgage-Backed Securitizations in Mexico
Moody’s Updated Methodology for Set-Off in Dutch RMBS
Moody's Approach to Rating Dutch RMBS
Moody's Updated Approach to NHG Mortgages in Rating Dutch RMBS
Moody's Updated MILAN Methodology for Rating Dutch RMBS
Moody's Approach to Rating Portuguese RMBS
Moody's MILAN Methodology for Rating Russian RMBS
Moody's Approach to Rating South African RMBS
Moody's Updated Methodology for Rating Spanish RMBS
Updated: Rating Spanish Government Sponsored Housing (VPO) RMBS
Moody's Approach to Rating Swiss RMBS
Interest Rate Risks in UK RMBS – Moody's Approach

Methodology URL
Moody's Approach to Automated Valuation Models in Rating UK RMBS
Moody's Approach to Rating UK RMBS
Moody's Updated Methodology for Rating UK RMBS
2005 – 2008 US RMBS Surveillance Methodology
Alt-A Loss Projection Update: February 2010
FHA - VA RMBS Loss Projection Methodology: July 2009
FHA-VA US RMBS Methodology
FHA-VA US RMBS Surveillance Methodology
Moody’s Approach to Rating US Prime RMBS
Moody’s Approach to Rating US RMBS Using the MILAN Framework
Moody's Approach to Analyzing Non-performing and Reperforming FHA and VA Residential Mortgage Loans
Moody's Approach to Rating RMBS Servicer Advance Facilities
Moody's Approach to Rating US Resecuritized Residential Mortgage-Backed Securities
Moody's Approach to Rating US Residential Mortgage-Backed Securities
Moody's Criteria for Evaluating Independent Third-Party Loan Level Reviews for U.S. Residential Mortgage Backed Securities (RMBS)
Moody's Criteria for Evaluating Representations and Warranties in U.S. Residential Mortgage Backed Securitizations (RMBS)
Methodology URL
Option ARM RMBS Loss Projection Update: April 2010
Pre-2005 U.S. RMBS Surveillance Methodology
Pre-2005 US RMBS Surveillance Methodology
Prime Jumbo RMBS Loss Projection Update: January 2010
RMBS Servicer Advance Facilities
Second Lien RMBS Loss Projection Methodology: April 2010
Subprime RMBS Loss Projection Update: February 2010
US RMBS Surveillance Methodology
US RMBS Surveillance Methodology for Scratch and Dent
Approach to Assessing Swap Counterparties in Structured Finance Cash Flow Transactions
Approach to Assessing Swap Counterparties in Structured Finance Cash Flow Transactions
Approach to Sustainable Net Cash Flow and Value for CMBS and CRE CDO CLO Real Estate Collateral in the Americas and ex-Japan Asia Pacific
Framework for De-Linking Hedge Counterparty Risks from Global Structured Finance Cashflow Transactions
Global Structured Finance Data Quality Evaluation Approach
Global Structured Finance Operational Risk Guidelines
Global Structured Finance Operational Risk Guidelines
Moody’s Approach to Assessing Counterparty Risks in Structured Finance

Methodology URL
Moody’s Approach to Counterparty Instrument Ratings
Moody’s Approach to Rating Resecuritizations
Moody’s Approach to Rating Resecuritizations
Moody’s Approach to Rating Structured Finance Interest-Only (IO) Securities
Moody’s Approach to Rating Structured Finance Interest-Only Securities
Moody’s Approach to Rating Structured Finance Interest-Only Securities
Moody’s Approach to Rating Structured Finance Securities in Default
Moody’s Approach to Rating Transactions Backed by Portfolios of Hedge Fund Investments
Moody’s Approach to Temporary Use of Cash in Structured Finance Transactions: Eligible Investments and Account Banks
Moody’s Global Approach to Monitoring Private Equity Collateralised Fund Obligations

Methodology URL
Moody’s Global Approach to Rating Municipal and Sub-sovereign CDOs
Moody's Approach to Rating Transactions Backed by Portfolios of Hedge Fund Investments
Moody's Global Approach to Rating Municipal and Sub-sovereign CDOs
Resecuritizations Methodology
Resecuritizations Methodology
The Temporary Use of Cash in Structured Finance Transactions: Eligible Investment and Bank Guidelines
The Temporary Use of Cash in Structured Finance Transactions: Eligible Investment and Bank Guidelines
Approach to Sustainable Net Cash Flow and Value for CMBS and CRE CDO CLO Real Estate Collateral in the Americas and ex - Japan Asia Pacific
Moody’s Approach to Assessing Set-off Risk for Australian Securitisation and Covered Bonds Transactions
Moody's Approach to Assessing Set-off Risk for Australian Securitisation and Covered Bonds Transactions
Moody's Approach to Quantifying Set-off Risk for Belgian Structured Finance and Covered Bonds Transactions
Identifying Key Aspects of Pool AUP Reports in EMEA Structured Finance and Covered Bond Transactions
Moody’s Approach to Assessing Set-off Risk for EMEA Securitisation and Covered Bonds Transactions
Moody's Approach to Assessing Set-off Risk for EMEA Securitisation and Covered Bonds Transactions
Originator Assessment in EMEA ABS Auto/Consumer Finance, SME and Lease Transactions
Originator Assessment in EMEA ABS Auto/Consumer Finance, SME and Lease Transactions
Moody’s Approach to Set-Off Risk in Italian Structured Finance and Covered Bonds Transactions
Moody's Approach to Quantifying Set-off Risk for Securitisation and Covered Bonds Transactions Originated by UK Deposit-Taking Institutions
Corporate Asset Correlations Update: A Summary of Changes and Their Rationale
Moody‘s Global Approach to Rating SME Balance Sheet Securitizations

Methodology URL
Moody's Global Approach to Rating SME Balance Sheet Securitizations
Moody’s Approach to Rating Transactions Backed by Guaranteed SME Loans in Argentina
Modelling Recovery Rates in European CDOs
Moody’s Approach to Rating EMEA SME Balance Sheet Securitisations
Moody's Approach to Rating CDOs of SMEs in Europe
Moody's Approach to Rating Granular SME Transactions in Europe, Middle East and Africa
Refining the ABS SME Approach: Moody’s Probability of Default assumptions in the rating analysis of granular Small and Mid-sized Enterprise portfolios in EME
Moody's Approach to Rating Japan's SME CDOs
Moody's Approach to Rating Transactions Backed by Real Estate Collateralized SME Loans in Japan
Moody's Approach to Monitoring Spanish Granular SME Portfolios - Implementing the Refined Probability of Default Methodology
Moody's Approach to Rating SBA Loan-Backed Securitizations
Multilateral Development Banks and Other Supranational Entities
Narrowing the gap – a clarification of Moody's approach to local versus foreign currency government bond ratings
Sovereign Bond Ratings

Methodology URL
Sovereign Ratings Methodology
Catastrophe Bonds Methodology
Corporate Synthetic CDOs Methodology
Hedge Fund Investment Portfolio Securitizations Methodology
Moody’s Approach to Rating Catastrophe Bonds
Moody’s Approach to Rating Collateralized Debt Obligations Backed by Project Finance and Infrastructure Assets
Moody’s Approach to Rating Market Value Collateralized Loan Obligations (MV CLOs)
Moody’s Approach to Rating Transactions Backed by Portfolios of Hedge Fund Investments
Moody’s Global Approach to Rating Municipal and Sub-Sovereign CDOs

Methodology URL
Moody’s Methodology for Rating Debt Issuance Under Certified Capital Company, New Markets Tax Credit and Similar Programs
Municipal and Sub-Sovereign CDOs Methodology
Municipal and Sub-Sovereign CDOs Methodology
Project Finance and Infrastructure Asset CDOs Methodology
Project Finance and Infrastructure Asset CDOs Methodology
Methodology for Rating Public Universities
Regional and Local Governments
Regional and Local Governments
Regional and Local Governments Outside the US
The Application of Joint-Default Analysis to Regional and Local Governments
English Housing Associations
English Housing Associations
European Social Housing Providers
Enhanced Municipal and State Loans in Mexico
Enhanced Municipal and State Loans in Mexico Methodology
Rating Methodology for Enhanced Municipal and State Loans in Mexico
Rating Methodology for Enhanced Municipal and State Loans in Mexico
Government-Related Issuers
Government-Related Issuers Methodology

Methodology URL
Government-Related Issuers: Methodology Update
Global Higher Education
Higher Education
Higher Education
Charter Schools
Community College Revenue-Backed Debt
Community College Revenue-Backed Debt
Moody's Approach for Evaluating Community Colleges
Moody's Rating Approach for Independent Elementary and Secondary Schools
Moody's Rating Approach for Not-for-Profit Cultural Institutions
Moody's Rating Approach for Private Colleges and Universities
Public College and Universities
US Charter Schools
U.S. Not-for-Profit Private and Public Higher Education
US Independent Schools
US Independent Schools Methodology
Variable Rate Instruments Supported by Conditional Liquidity Facilities
Analyzing Insured Floating Rate Bonds
Applying Global Joint Default Analysis to Letter of Credit Backed Transactions in the U.S. Public Finance Sector
Gas Prepayment Bonds

Methodology URL
Moody's Approach to Rating Custodial Receipts
Moody's Approach to Rating Tender Option Bond Programs Rating Methodology
Moody's Methodology for Rating U.S. Public Finance Transactions Based on the Credit Substitution Approach
Moody's Rating Methodology For Tender Option Bond Programs
Rating Methodology: Refunded Bonds
Tender Option Bonds and Related Instruments
Using Pools of Municipal Bonds to Secure Synthetic Floating Rate
Moody’s Approach To The Moral Obligation Pledge
Public Sector Pool Financings
Bond Anticipation Notes and Other Short-Term Capital Financings
Methodology Update: Hybrid Bank Lines As a Liquidity Source for Self-Liquidity Programs
Methodology Update: Revision to Temporary Criteria For Bond Anticipation Note Ratings
Methodology Update: Temporary Criteria Change for Bond Anticipation Note Ratings Due to Municipal Market Disruption
Moody's Approach to Rating U.S. Municipal and Not-For-Profit Pool Financings
Moody's Approach to the Moral Obligation Pledge
Municipal Bonds and Commercial Paper Supported by a Borrower’s Self-Liquidity
Municipal Bonds and Commercial Paper Supported by a Borrower’s Self-Liquidity Methodology
Pool Rating Estimator - Excel Data
Rating Methodology for Municipal Bonds and Commercial Paper Supported by a Borrower’s Self-Liquidity
Short-Term Cash Flow Notes
Updated: Sources of Liquidity for Variable Rate Debt Instruments Supported by an Issuer's Own Liquidity
Variable Rate Debt Instruments Supported By An Issuer's Own Liquidity

Methodology URL
Variable Rate Instruments Supported by Third-Party Liquidity Providers
Variable Rate Instruments Supported by Third-Party Liquidty Providers Immediate Termination or Suspension Events Section
Short-term Debt of US States, Municipalities and Nonprofits Methodology
US Bond Anticipation Notes
US Bond Anticipation Notes
US Bond Anticipation Notes and Related Instruments Methodology
Not-For-Profit Healthcare
Not-For-Profit Healthcare Rating Methodology
Not-for-Profit Healthcare Rating Methodology
Not-for-Profit Hospitals and Health Systems
Fixed Rate Multifamily Housing Bonds Secured By Fannie Mae's Stand-By Credit Enhancement Instrument
Global Housing Projects
Global Housing Projects
GNMA Collateralized Multifamily Housing Bonds
Methodology Update: Ratings that Rely on Guaranteed Investment Contracts
Moody’s Rating Methodology For Multifamily Housing Bonds Secured By Freddie Mac Direct-Pay Credit Enhancement Agreement
Moody's Anticipates Higher Bond Volume Associated With HUD's Risk-Sharing Program as a Result of Recent Congressional Actions
Moody's Approach to Analyzing Pools of Multifamily Properties
Moody's Approach To Rating Multifamily Housing Bonds Secured By Fannie Mae's Direct-Pay Credit Enhancement Instrument
Moody's Approach To Rating Single Family Draw Down Bonds
Moody's Approach To Rating The Fannie Mae Single Family Forward Commitment Program
Moody's Currently Rates Standard FHA Multi-Family and Health Care Transactions Aa2
Moody's Housing Finance - Rating Methodology and Housing Research

Methodology URL
Moody's Methodology for Assigning Issuer Ratings to Housing Finance Agencies
Moody's Rating Approach For Single Family, Whole-Loan Housing Programs
Moody's Refines Guidelines for Unsecured Investments In Rated Housing Bond Transactions
Multifamily Housing Bonds Secured By Freddie Mac Standby Credit Enhancement Agreement
Public Housing Authority Capital Fund Grant Anticipation Bonds
Strength in Structure: Moody's Approach to Rating Single-Family Housing Bonds Secured by Mortgage-Backed Securities
U.S. Housing Finance Agency Multifamily Methodology
U.S. Municipal Pool Program Debt
US Housing Finance Agency Multifamily Methodology
U.S. Housing Finance Agency Issuer Rating Methodology
U.S. Housing Finance Agency Issuer Rating Methodology
U.S. Housing Finance Agency Single Family Programs
U.S. Housing Finance Agency Single Family Programs
US Housing Finance Agency Issuer Rating Methodology
US Public Housing Authority Capital Fund Bonds
US Stand-Alone Housing Bond Programs Secured by Credit Enhanced Mortgages
US Stand-Alone Housing Bond Programs Secured by Credit Enhanced Mortgages
Local Government Jointly Supported Debt Issuance - Moody's Rating Methodology
Global Mass Transit Enterprises Methodology
Global Mass Transit Enterprises Methodology
State Aid Intercept Programs and Financings: Pre and Post Default
Methodology URL
State Aid Intercept Programs and Financings: Pre and Post Default
Tax Increment Debt
Analytical Framework For Water And Sewer System Ratings
Federal Government Support Qualifies Rural Utility System Financing Programs for Moody’s Highest Short-Term Rating
Federal Highway Aid Grant Anticipation Funding
Lease, Appropriation, Moral Obligation and Comparable Debt of US Local Governments Methodology
Lease, Appropriation, Moral Obligation and Comparable Debt of US State and Local Governments
Lease, Appropriation, Moral Obligation and Comparable Debt of US State and Local Governments Methodology
Lease, Appropriation, Moral Obligation and Comparable Debt of US State and Local Governments Methodology
Mass Transit
Moody's Analytic Approach To Rating California Tax Allocation Bonds
Moody's Outlines Approach to Analyzing Land Secured Debt Financings
Moody's Perspective on Lottery Bonds
Moody's State Rating Methodology
Piercing the G.O. Ceiling
Short-Term Cash Flow Notes
Special Assessment / Special Property Tax (Non-Ad Valorem) Debt
Special Assessment / Special Property Tax (Non-Ad Valorem) Debt
State Aid Intercept Programs and Financings
The Fundamentals of Credit Analysis for Lease-Backed Municipal Obligations
The Fundamentals of Credit Analysis for Lease-Backed Municipal Obligations

Methodology URL
U.S. State Revolving Fund Debt
Approach to Pre-Refunded and Escrow-Backed Bonds
California Tax Allocation Bonds
General Obligation Bonds Issued by U.S. Local Governments
General Obligation Bonds Issued by US Local Governments
State Aid Intercept Programs and Financings
Tax Increment Debt
Tax Increment Debt
U.S. Municipal Pool Program Debt
U.S. State Revolving Fund Debt
US Local Government General Obligation Debt
US Municipal Utility Revenue Debt
US Municipal Utility Revenue Debt
US Public Finance Special Tax Methodology
US States and Territories

Methodology URL
US States Rating Methodology
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List of Outdated MIS Credit Rating Methodologies that may be referred to

Actively Managed Synthetic CDOs

Affordable Multifamily Housing

Alt-A RMBS Loss Projection Update: January 2009

An Updated Approach to Rating Not-For-Profit Health Care Organization

Application of JDA to Japanese Prefectures and Cities

Australian and New Zealand Utilities

Bank Credit Risk in Emerging Markets

Bank Ratings and Government Bond Ratings

Benchmarking Quantitative Default Risk Models: A Validation Methodology

Changing Paradigms: Revised Financial Reporting for Special Purpose Entities

Closed End Seconds Residential Mortgage Securitization Cashflow Assumptions

Collateralised Debt Obligations: A Moody's Primer

Credit Risks of Asian Bank Loans For Acquisition Financing

Credit Risks of Mortgage Insurers

Credit Risks of Securities Firms

European Covered Bonds: Moody's Rating and Analytical Approach

European Covered Bonds: Rating Implications of Over-Collateralization

European Secured Mortgage Bonds: Moody's Rating And Analytical Approach

Framework Agreement in Respect of the Issue of Mortgage-backed Promissory Notes

Global Aerospace/Defense Industry

Global Agricultural Cooperatives Industry

Global Chemical Industry

Global Independent Refining and Marketing Industry

Global Integrated Oil & Gas

Global Natural Product Processors — Protein and Agriculture

Global Oilfield Services Industry

Global Packaging Manufacturers: Metals, Glass, and Plastic Containers

Global REIT and REOC Rating Methodology Teleconference

Global Shipping Industry

Global Soft Beverage Industry

Heavy Manufacturing Industry

Incorporation of Joint-Default Analysis into Moody's Bank Rating Methodology

Insured Floaters: A Viable Alternative to Letters of Credit

Irish Covered Bonds: Moody's Rating and Analytical Approach

Italian MBS: Moody's Methodology

Japan's SME CDOs: Focal Points in Rating Analysis and Monitoring

Legal Changes in Brazil may Anchor Home Financing-Navigating Unchartered Waters

Lloyd's Syndicate Performance Ratings

Loan Modifications and Forbearance Plans Impact on Home Equity Securitizations

Local Government General Obligation and Related Ratings

Moody's Approach to Analyzing Home Equity Loans

Moody's Approach To Analyzing Municipal Long-Term Debt

Moody's Approach to Assessing Secondary Risks in Synthetic CDOs

Moody's Approach to Lender-Paid Mortgage Insurance

Moody's Approach to Rating Apartment Loan-Backed Securities in Japan

Moody's Approach To Rating Australian Listed Property Trusts

Moody's Approach to Rating Capital Notes of Life Insurance Companies

Moody's Approach to Rating Collateralized Funds of Hedge Funds Obligations

Moody's Approach to Rating Corporate Collateralized Synthetic Obligations

Moody's Approach To Rating Credit Card Receivables-Backed Securities

Moody's Approach to Rating Hedge Fund Gap Risk Products

Moody's Approach to Rating Initial Period, Interest-Only Mortgages in Prime RMBS

Moody's Approach to Rating Investment-Purpose Condominium Loan-Backed Securitizations in Japan

Moody's Approach to Rating Japanese CLOs Backed by Secured Sub-Performing Loans

Moody's Approach To Rating Medical Device Manufacturers

Moody's Approach to Rating Multi-Currency CDOs

Moody's Approach to Rating Real Estate Asset Trust Transactions in Taiwan

Moody's Approach to Rating Residential Mortgage-Backed Securities in Japan

Moody's Approach To Rating Second Mortgage Bonds

Moody's Approach to Rating Securitizations of Lease Receivables in Japan

Moody's Approach to Rating Single Seller Mortgage Warehouse Structures

Moody's Approach to Rating Spanish Real Estate Development Loan Securitisations