Structured Finance Performance Indices
Monthly and quarterly sector-level benchmarks and credit performance data designed for market professionals tracking trends across ABS, RMBS, and specialty finance.
Go beyond the data with the Interactive Credit Indices
Go beyond the monthly index. Compare issuers against KBRA benchmarks, analyze performance over time and by vintage, build custom peer groups, and export the data behind your analysis. Available to ABS Premium subscribers.
KBRA US Credit Indices
U.S. Auto Loan ABS Index
KBRA’s Prime and Non-Prime Auto Loan ABS Indices include credit performance data from all outstanding prime and non-prime securitized auto loan collateral pools that carry a rating, whether KBRA-rated or not, and are weighted by each pool’s outstanding collateral balance at the end of each month.
U.S. Equipment Loan & Lease Index
KBRA’s Equipment Loan & Lease Index includes credit performance metrics from all outstanding securitized equipment loan and lease collateral pools that carry a rating, whether KBRA-rated or not, and are weighted by each pool’s outstanding balance at the end of each month.
U.S. Marketplace Consumer Loan Index
KBRA’s three marketplace consumer loan indices include credit performance data from all outstanding securitized marketplace consumer loan pools that carry a rating, whether KBRA-rated or not, and are weighted by each pool’s outstanding collateral balance at the end of each month.
U.S. Solar Loan ABS Index
KBRA’s U.S. Solar Loan ABS Index includes credit performance data from all outstanding securitized residential solar loan collateral pools that carry a rating, whether KBRA-rated or not, and are weighted by each pool’s outstanding collateral balance at the end of each month.
U.S. Home Improvement Loan ABS Index
KBRA’s U.S. Home Improvement Loan ABS Index includes credit performance data from all outstanding U.S. publicly rated securitized home improvement loan collateral pools, whether KBRA-rated or not, and is weighted by each pool’s outstanding loan balance at the end of each month.
U.S. RMBS Credit Index
KBRA’s RMBS Credit Indices (KCIs) track early-, mid-, and late-stage delinquencies, observed modifications, prepayment speeds, and other performance metrics across four major RMBS 2.0 subsectors.
KBRA European Credit Indices
U.K. RMBS Index
KBRA’s UK RMBS Indices track credit performance across publicly rated UK residential mortgage-backed security collateral pools, whether KBRA-rated or not, where periodic reporting is available. The indices comprise prime, buy-to-let, and nonconforming RMBS segments and are weighted by each collateral pool’s outstanding balance reported each quarter.
European Auto ABS Index
KBRA’s European auto ABS indices publication, comprising our European Auto Loan Index, European Auto Lease Index, and country-level performance indices and credit trends across securitised auto loan transactions in Europe and the UK.