-

KBRA Releases RMBS Credit Indices (KCI) for May 2022

NEW YORK--(BUSINESS WIRE)--KBRA releases its RMBS Credit Indices (KCI) for May 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

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

Armine Karajyan, Senior Director
+1 (646) 731-1210
armine.karajyan@kbra.com

Business Development

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

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

Armine Karajyan, Senior Director
+1 (646) 731-1210
armine.karajyan@kbra.com

Business Development

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

More News From KBRA

KBRA Assigns Preliminary Ratings to Purchasing Power Funding 2026-A, LLC

NEW YORK--(BUSINESS WIRE)--KBRA assigns preliminary ratings to five classes of notes issued by Purchasing Power Funding 2026-A, LLC (“PPWR 2026-A”), a $225.00 million consumer installment receivable ABS transaction. PPWR 2026-A is a revolving ABS securitization with an initial securitization value of approximately $256.1 million and is collateralized by a pool of retail installment sales contracts (“Receivables”) originated by Purchasing Power, LLC (the “Company” or “Purchasing Power”). Founded...

KBRA Assigns Preliminary Ratings to OBX 2026-INV1 Trust

NEW YORK--(BUSINESS WIRE)--KBRA assigns preliminary ratings to 64 classes of mortgage pass-through notes from OBX 2026-INV1 Trust, a $346.3 million prime investor RMBS transaction. The underlying collateral, comprising 883 residential mortgages consisting primarily of 30-year fixed-rate mortgages (FRMs) that are collateralized by investment properties (77.3%) and second homes (22.7%). PennyMac Loan Services, LLC (PennyMac; 45.6%) and Rocket Mortgage, LLC (Rocket; 22.6%) are the only originators...

KBRA Assigns Preliminary Ratings to Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2 (MSRM 2026-NQM2)

NEW YORK--(BUSINESS WIRE)--KBRA assigns preliminary ratings to ten classes of mortgage-backed certificates from Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2 (MSRM 2026-NQM2). MSRM 2026-NQM2 is an RMBS transaction sponsored by Morgan Stanley Mortgage Capital Holdings LLC as seller/sponsor and includes a meaningful concentration of collateral that KBRA considers to be “non-prime.” The $439.3 million RMBS transaction is collateralized by a pool of 953 residential mortgages, with fixed-...
Back to Newsroom