-

KBRA Releases RMBS Credit Indices (KCI) for November 2022

NEW YORK--(BUSINESS WIRE)--KBRA releases its RMBS Credit Indices (KCI) for November 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, Head of Structured Finance Research
+1 (646) 731-2329
brian.ford@kbra.com

Jack Kahan, Senior Managing Director, Head of Global RMBS
+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

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, Head of Structured Finance Research
+1 (646) 731-2329
brian.ford@kbra.com

Jack Kahan, Senior Managing Director, Head of Global RMBS
+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

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

More News From KBRA

KBRA Releases Research – Middle East Conflict: Airline Implications

NEW YORK--(BUSINESS WIRE)--KBRA releases research that explores the potential credit implications of the conflict involving Iran for the airline sector, including both near-term effects and the potential impact of a prolonged disruption. The conflict represents a multichannel shock for airlines, impairing flows through the Strait of Hormuz, disrupting regional refining activity, increasing shipping and insurance costs, and constraining Middle East airspace. The most immediate credit transmissio...

KBRA Assigns Preliminary Ratings to Lura Funding DAC

DUBLIN--(BUSINESS WIRE)--KBRA Europe (KBRA) assigns preliminary ratings to eight classes of notes issued by Lura Funding DAC (Lura 2026), a static RMBS transaction backed by mortgage participations and mortgage transfer certificates issued by CaixaBank, S.A. (CaixaBank), representing the economic rights under mortgage loan agreements in Spain. On the closing date, the underlying collateral will be securitised via FT Neptuno, a Spanish securitisation fund (Fondo de Titulización or FT) managed by...

KBRA Assigns Preliminary Ratings to EFMT 2026-NQM4

NEW YORK--(BUSINESS WIRE)--KBRA assigns preliminary ratings to 17 classes of mortgage pass-through certificates from EFMT 2026-NQM4, a $546.8 million non-prime RMBS transaction. The underlying collateral, comprising 1,380 residential mortgages, is characterized by a notable concentration of alternative income documentation, with 88.8% of the loans underwritten using DSCR, bank statements, and asset underwriting documentation types. The majority of loans are either classified as non-qualified mo...
Back to Newsroom