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. To access previous UK RMBS Indices, click 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
KBRA’s UK Prime Post-2014 RMBS indices remained largely stable in Q1 2026, with annualised net losses remaining unchanged QoQ and YoY, while delinquency metrics increased between 12 bps and 24 bps QoQ and between 20 bps and 38 bps YoY (see Figure…
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