-

KBRA Europe Releases Day 2 Recap of the Global ABS 2022 Conference

DUBLIN--(BUSINESS WIRE)--KBRA Europe (KBRA) releases a Day 2 recap of the IMN Global ABS 2022 conference. Day 2 featured panels across a range of topics including the current state of various ABS markets, from NPLs to RMBS to Solar ABS, as well as a discussion on public versus private markets. The day opened with a securitisation retrospective from several key market participants, including Steve Gandy and Richard Hopkin, two industry veterans who recently retired. After that, there were several keynote addresses from the Bank of England and the European Stability Mechanism.

Click here to view a quick recap of some of today’s panel topics.

Related Publications

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

Gordon Kerr, Head of European Research
+44 20 8148 1020
gordon.kerr@kbra.com

Stephen Hughes, European Structured Finance
+44 20 8148 1004
stephen.hughes@kbra.com

Katherine Quirke, European Structured Finance
+353 1 588 1185
katherine.quirke@kbra.com

Gianfranco Di Paolo, European Structured Finance
+353 1 588 1205
gianfranco.dipaolo@kbra.com

Christopher Noonan, European Structured Finance
+353 1 588 1225
christopher.noonan@kbra.com

Yee Cent Wong, European Ratings
+353 1 588 1260
yee.cent.wong@kbra.com

Business Development

Mauricio Noe, Co-Head of Europe
+44 20 8148 1010
mauricio.noe@kbra.com

Miten Amin, Managing Director
+44 20 8148 1002
miten.amin@kbra.com

KBRA

Details
Headquarters: New York City, New York
CEO: Jim Nadler
Employees: 400+
Organization: PRI

Release Versions

Contacts

Gordon Kerr, Head of European Research
+44 20 8148 1020
gordon.kerr@kbra.com

Stephen Hughes, European Structured Finance
+44 20 8148 1004
stephen.hughes@kbra.com

Katherine Quirke, European Structured Finance
+353 1 588 1185
katherine.quirke@kbra.com

Gianfranco Di Paolo, European Structured Finance
+353 1 588 1205
gianfranco.dipaolo@kbra.com

Christopher Noonan, European Structured Finance
+353 1 588 1225
christopher.noonan@kbra.com

Yee Cent Wong, European Ratings
+353 1 588 1260
yee.cent.wong@kbra.com

Business Development

Mauricio Noe, Co-Head of Europe
+44 20 8148 1010
mauricio.noe@kbra.com

Miten Amin, Managing Director
+44 20 8148 1002
miten.amin@kbra.com

More News From KBRA

KBRA Releases Updates to Its Investment Fund Debt Global Rating Methodology

NEW YORK--(BUSINESS WIRE)--KBRA releases its updated Investment Fund Debt Global Rating Methodology describing KBRA’s approach to rating debt issued by investment funds or secured by investment fund assets. This methodology supersedes the prior version dated March 12, 2020. The update includes the addition of two appendices to enhance transparency regarding the application of the methodology. Appendix A explains how KBRA uses guideline quantitative determinant weightings to facilitate ratings c...

KBRA Assigns Preliminary Ratings to Flexential Issuer, LLC and Flexential Co-Issuer, LLC, Series 2026-1/2/3/4

NEW YORK--(BUSINESS WIRE)--KBRA assigns preliminary ratings to two additional classes of notes from Flexential Issuer, LLC and Flexential Co-Issuer, LLC (together, the Co-Issuers), Series 2026-3 and Series 2026-4, including five classes of notes from Series 2026-1 and Series 2026-2 (together, Series 2026-1/2/3/4). The Notes are secured by 28 data centers generating approximately $663.3 million of Annualized Revenue and $353.2 million of Annualized Adjusted Net Operating Income (AANOI) as of the...

KBRA Assigns Preliminary Ratings to Sequoia Mortgage Trust 2026-4 (SEMT 2026-4)

NEW YORK--(BUSINESS WIRE)--KBRA assigns preliminary ratings to 102 classes of mortgage pass-through certificates from Sequoia Mortgage Trust 2026-4 (SEMT 2026-4), a $742.1 million prime RMBS transaction. The pool is comprised of 598 first-lien, fully amortizing fixed rate mortgages with mostly 30-year maturity terms. The collateral is characterized by a weighted average (WA) original credit score of 778 and moderate borrower equity, with a WA original LTV of 69.9% and WA original CLTV of 69.9%....
Back to Newsroom