-

KBRA Releases Research – Auto Loan ABS: EPA Greenhouse Gas Score and CO2 Mapping Update

NEW YORK--(BUSINESS WIRE)--KBRA releases an update to its research that maps the EPA’s Greenhouse Gas (GHG) score as well as annual metric tons of carbon dioxide (CO2) emissions to make/model/year information provided in auto loan asset-level disclosure for 300 securitized loan pools across 18 auto loan ABS issuers.

The report includes a data file containing eight newly issued securitized loan pools since our last update in August 2023. Consistent with all previous updates, securitizations issued by Asian manufacturers were generally found to be more environmentally friendly than those issued by their U.S. counterparts, and lower income borrowers were generally found to finance more environmentally friendly vehicles than their more affluent counterparts.

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

Kaci Emrich, Analyst
+1 646-731-1216
kaci.emrich@kbra.com

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

Business Development Contact

Rosemary Kelley, Senior Managing Director
+1 646-731-2337
rosemary.kelley@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

Kaci Emrich, Analyst
+1 646-731-1216
kaci.emrich@kbra.com

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

Business Development Contact

Rosemary Kelley, Senior Managing Director
+1 646-731-2337
rosemary.kelley@kbra.com

More News From KBRA

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...

KBRA Assigns Preliminary Ratings to WFCM 2026-C66

NEW YORK--(BUSINESS WIRE)--KBRA is pleased to announce the assignment of preliminary ratings to 14 classes of WFCM 2026-C66, an $586.4 million CMBS conduit transaction collateralized by 29 commercial mortgage loans secured by 75 properties. The collateral properties are located throughout 26 MSAs, of which the three largest are New York (13.6% of pool balance), Washington - NoVA - MD (12.6%), and Denver (9.4%). The pool has exposure to all major property types, with four types representing more...
Back to Newsroom