KBRA’s UK RMBS Indices track key credit performance metrics, including early- (30+ days delinquent (DQ)), mid- (60+ days DQ), and late-stage (90+ days DQ) delinquencies, annualised net losses, and prepayment activity across prime, buy-to-let (BTL), and nonconforming (NC) mortgage collateral. The link to the data shown in this report and other index metrics can be found here.
Overview
Current index values, as well as quarter-over-quarter (QoQ) and year-over-year (YoY) changes measured in basis points (bps), are presented in the following table.
UK Prime RMBS Post-2014 Indices
Annualised net losses in KBRA’s UK Prime Post-2014 RMBS Index remained low at less than 0.005% in Q3 2026. Delinquency rates eased across all three measures, with 30+, 60+, and 90+ day DQs declining 17 bps, 9 bps, and 6 bps QoQ, respectively. Despite these declines, all three measures remained above year-ago levels, increasing between…
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