-

KBRA Releases RMBS Credit Indices (KCI) for April 2022

NEW YORK--(BUSINESS WIRE)--KBRA releases its RMBS Credit Indices (KCI) for April 2022. The indices track early-, mid-, and late-stage delinquencies, observed modifications, prepayment speeds, and other performance metrics across four major RMBS 2.0 subsectors.

Click here to view the report.

About KBRA

KBRA is a full-service credit rating agency registered in the U.S., the EU, and the UK, and is designated to provide structured finance ratings in Canada. KBRA’s ratings can be used by investors for regulatory capital purposes in multiple jurisdictions.

Contacts

Analytical Contacts

Brian Ford, CFA, Structured Finance Research
+1 (646) 731-2329
brian.ford@kbra.com

Jack Kahan, Senior Managing Director
+1 (646) 731-2486
jack.kahan@kbra.com

Ashish Sharda, Managing Director
+1 (646) 731-2415
ashish.sharda@kbra.com

Business Development Contact

Dan Stallone, Director
+1 (646) 731-1308
daniel.stallone@kbra.com

Industry:

KBRA

Details
Headquarters: New York City, New York
CEO: Jim Nadler
Employees: 400+
Organization: PRI
Release Versions
English
Hashtags
#KBRA
#creditratingagency

Contacts

Analytical Contacts

Brian Ford, CFA, Structured Finance Research
+1 (646) 731-2329
brian.ford@kbra.com

Jack Kahan, Senior Managing Director
+1 (646) 731-2486
jack.kahan@kbra.com

Ashish Sharda, Managing Director
+1 (646) 731-2415
ashish.sharda@kbra.com

Business Development Contact

Dan Stallone, Director
+1 (646) 731-1308
daniel.stallone@kbra.com

More News From KBRA

KBRA Assigns Preliminary Ratings to Harvest Funding PLC

LONDON--(BUSINESS WIRE)--KBRA UK (KBRA) assigns preliminary ratings to seven classes of notes issued by Harvest Funding PLC, a static RMBS securitisation backed by a seasoned non-conforming portfolio of United Kingdom (UK) residential mortgage loans, comprising performing, in-arrears and past-term exposures. The portfolio aggregates to £2.0 billion of first lien loans which are secured by owner occupied (85.8%), buy-to-let (14.1%) and second or holiday homes (0.1%). The seasoning of the portfol...

KBRA Assigns Preliminary Ratings to PMT Loan Trust 2026-CNF4

NEW YORK--(BUSINESS WIRE)--KBRA assigns preliminary ratings to 44 classes of mortgage-backed notes from PMT Loan Trust 2026-CNF4 (PMTLT 2026-CNF4), a prime RMBS transaction sponsored by PennyMac Corp. (PennyMac), an indirect, wholly-owned subsidiary of PennyMac Mortgage Investment Trust (PMT). PMTLT 2026-CNF4 comprises 548 agency-eligible, conforming mortgage loans with an aggregate stated principal balance of approximately $296.0 million as of the April 1, 2026 cut-off date. The underlying col...

KBRA Assigns Preliminary Ratings to Verus Securitization Trust 2026-4 (VERUS 2026-4)

NEW YORK--(BUSINESS WIRE)--KBRA assigns preliminary ratings to 14 classes of mortgage pass-through notes from Verus Securitization Trust 2026-4 (VERUS 2026-4), a $733.9 million non-prime RMBS transaction. The underlying collateral comprises 1,433 residential mortgages and is characterized by a significant concentration of loans underwritten using alternative income documentation. Borrowers in the subject pool possess a non-zero WA original credit score of 739 and exhibit moderate equity in each...
Back to Newsroom