Kroll Bond Rating Agency (KBRA) releases its RMBS Credit Indices (KCI) for December. This is the inaugural release of the RMBS KCI, which tracks early- and late-stage delinquencies, prepayment speeds, and other performance metrics across four major RMBS 2.0 subsectors. The complete data file can be downloaded from the link at the end of the report.
To access the report, click here.
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About KBRA and KBRA Europe
KBRA is a full-service credit rating agency registered with the U.S. Securities and Exchange Commission as an NRSRO. 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, and is a certified Credit Rating Agency (CRA) by the European Securities and Markets Authority (ESMA). Kroll Bond Rating Agency Europe Limited is registered with ESMA as a CRA.
Brian Ford, CFA, Structured Finance Research
Jack Kahan, Senior Managing Director
Ashish Sharda, Senior Director
Armine Karajyan, Associate Director
Michele Patterson, Managing Director