The table below presents current index values as well as month-over-month (MoM) and year-over-year (YoY) changes. The data shown in this report and other indices metrics can be found here.
European Auto Loan ABS Index Performance
European Auto Lease ABS Index Performance
European Auto Loan ABS Country-Level Analysis
The table below presents current index values as well as MoM and YoY changes across select countries.
Index Construction
KBRA calculates the European Auto ABS Indices values using credit performance metrics from European publicly rated1 securitised auto loan and auto lease collateral pools for which monthly reporting is available. Transactions with quarterly reports are excluded from the indices. Monthly reported data for the calculation of the indices is derived from Intex. The indices are weighted by each…
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