-

KBRA Releases RMBS Credit Indices (KCI) for August 2022

NEW YORK--(BUSINESS WIRE)--KBRA releases its RMBS Credit Indices (KCI) for August 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, Head of 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

Brajean Ramos, Senior Analyst
+1 (646) 731-2417
brajean.ramos@kbra.com

Business Development Contact

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

KBRA

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

Release Versions

Contacts

Analytical Contacts

Brian Ford, CFA, Head of 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

Brajean Ramos, Senior Analyst
+1 (646) 731-2417
brajean.ramos@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 PMT Loan Trust 2026-CNF3

NEW YORK--(BUSINESS WIRE)--KBRA assigns preliminary ratings to 44 classes of mortgage-backed notes from PMT Loan Trust 2026-CNF3 (PMTLT 2026-CNF3), a prime RMBS transaction sponsored by PennyMac Corp. (PennyMac), an indirect, wholly-owned subsidiary of PennyMac Mortgage Investment Trust (PMT). PMTLT 2026-CNF3 comprises 589 agency-eligible, conforming mortgage loans with an aggregate stated principal balance of approximately $322.7 million as of the March 1, 2026 cut-off date. The underlying col...

KBRA Releases Research – Anatomy of Loss in Single-Borrower CMBS: A Loan-Level Analysis

NEW YORK--(BUSINESS WIRE)--KBRA releases research examining loss severities in the single-asset single borrower (SASB) commercial mortgage-backed securities (CMBS) sector. SASB transactions have grown to dominate post-global financial crisis (GFC) issuance, and while loan defaults in the sector have risen sharply since the onset of the pandemic, the sector's overall loss rate remains limited, as nearly three-quarters of SASB loans resolved after default experienced minimal to no loss. When loss...

KBRA Assigns Preliminary Ratings to Sequoia Mortgage Trust 2026-INV2 (SEMT 2026-INV2)

NEW YORK--(BUSINESS WIRE)--KBRA assigns preliminary ratings to 71 classes of mortgage pass-through certificates from Sequoia Mortgage Trust 2026-INV2 (SEMT 2026-INV2). The transaction consists of 1,118 investment property mortgages with an aggregate principal balance of $438.4 million as of the March 1, 2026 cut-off date. The collateral is characterized by a weighted average (WA) original credit score of 770 and moderate borrower equity, with a WA original LTV and WA original CLTV of 73.2%. KBR...
Back to Newsroom