New York, March 20, 2015 -- Moody's Investors Service has placed the ratings of six tranches on review for upgrade, from six RMBS transactions backed by Option-ARM loans, issued by Wachovia and World Savings trusts. The actions are prompted by (1) the introduction of a Counterparty Risk Assessment (CR Assessment) as part of the bank methodology update announced on 16 March 2015; (2) the updates to several structured finance rating methodologies, also announced the same day; and (3) the bank rating actions announced on 17 March 2015.
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