U.S. Marketplace Consumer Loan ABS Index: October 2026
Monthly Overview
KBRA's U.S. Marketplace Consumer ABS Loan Index (MPL Index) showed higher annualized net losses and delinquency rates in October. Net losses climbed 43 basis points (bps) month-over-month (MoM) to 12.31%, while the 30+ day delinquency rate moved up 6 bps to 4.84%. Both metrics continue to trend below year-ago levels, with annualized net losses and the 30+ day delinquency rate down 21 bps and 48 bps year-over-year (YoY), respectively (see Figure 1 and Figure 2).
Current index values as well as MoM and YoY changes are presented in the table below. The data shown in this report and other index metrics can be found here.
About the Indices
KBRA’s MPL Index is a rolling index that KBRA calculates each month using monthly credit performance data from all outstanding securitized collateral pool observations available in that month and that carry a rating,…
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