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
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 collateral pool’s outstanding balance at the end of each month. New transactions are added as they are issued, after an initial seasoning period of six months, while older transactions…
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