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DBRS Morningstar CLO Insight Predictive Model

Source Code White Paper

DBRS Morningstar is releasing this white paper as part of its ongoing efforts to provide greater transparency regarding its methodologies and models to market participants. This white paper should be read in conjunction with the related public methodology: Global Methodology for Rating CLOs and Corporate CDOs

CLO Insight is written in Python and utilizes a variety of open source packages to perform its computations:

https://pandas.pydata.org/docs/

https://numpy.org/doc/

https://docs.scipy.org/doc/scipy/

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