Press Release|RMBS

KBRA Assigns Preliminary Ratings to Dilosk RMBS No.10 DAC

2 Sep 2024   |   Dublin

Contacts

KBRA Europe (KBRA) assigns preliminary ratings to notes issued by Dilosk RMBS No.10 DAC (Dilosk RMBS 10). The transaction is a static RMBS securitisation collateralised by seasoned prime performing loans. The provisional portfolio, aggregating €343.2 million in current balance, consists of Owner Occupied (99.6%), first lien mortgage loans originated by First Active plc (First Active) between the years 2003 and 2008.

First Active was an Irish bank, and former building society established in 1861. In 2004, it was acquired by the Royal Bank of Scotland Group (later renamed NatWest Group) but continued to operate as a separate brand. In 2009, First Active was fully merged with Ulster Bank (which was operating separately and is also part of the NatWest Group). The merger led to subsequent transfer of all its customers to Ulster Bank.

In 2021, Ulster Bank (owned by the Natwest Group) announced its intention of a phased withdrawal from the Irish market. Pursuant to it, Ulster Bank decided to sell the beneficial interest in the Dilosk RMBS 10 portfolio to Dilosk Funding No. 10 DAC and the legal title of the portfolio to Dilosk DAC (Dilosk, seller) who in turn will fund the portfolio purchase through securitisation of the portfolio on the closing date.

The portfolio will be serviced entirely by Dilosk who in turn will delegate servicing to BCMGlobal ASI Limited (BCMGlobal).

To access rating and relevant documents, click here.

Click here to view the report.

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Methodologies

Disclosures

Further information on key credit considerations, sensitivity analyses that consider what factors can affect these credit ratings and how they could lead to an upgrade or a downgrade, and ESG factors (where they are a key driver behind the change to the credit rating or rating outlook) can be found in the full rating report referenced above.

A description of all substantially material sources that were used to prepare the credit rating and information on the methodology(ies) (inclusive of any material models and sensitivity analyses of the relevant key rating assumptions, as applicable) used in determining the credit rating is available in the Information Disclosure Form(s) located here.

Information on the meaning of each rating category can be located here.

This credit rating is endorsed by Kroll Bond Rating Agency UK Limited for use in the UK. Information on a credit rating’s endorsement status is available on its rating page at KBRA.com.

Further disclosures relating to this rating action are available in the Information Disclosure Form(s) referenced above. Additional information regarding KBRA policies, methodologies, rating scales and disclosures are available at www.kbra.com.

There are certain issuers, entities or transactions rated by KBRA Europe or KBRA UK that may be or have relationships with Shareholders and/or Shareholder-Related Companies, as that term is defined in KBRA’s Shareholder and Shareholder Related Companies for KBRA Europe and KBRA UK Policy and Procedure. Relevant disclosure information may be found here.

About KBRA Europe

Kroll Bond Rating Agency, LLC (KBRA) is a full-service credit rating agency registered with the U.S. Securities and Exchange Commission as an NRSRO. Kroll Bond Rating Agency Europe Limited is registered as a CRA with the European Securities and Markets Authority. Kroll Bond Rating Agency UK Limited is registered as a CRA with the UK Financial Conduct Authority. In addition, KBRA is designated as a designated rating organization by the Ontario Securities Commission for issuers of asset-backed securities to file a short form prospectus or shelf prospectus. KBRA is also recognized by the National Association of Insurance Commissioners as a Credit Rating Provider. Kroll Bond Rating Agency Europe is located at 6-8 College Green, Dublin 2, Ireland.

Doc ID: 1005740

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