Wednesday, May 22, 2024
HomeNewsBusiness WireKBRA Releases RMBS Credit Indices (KCI) for May 2021

KBRA Releases RMBS Credit Indices (KCI) for May 2021

NEW YORK–(BUSINESS WIRE)–Kroll Bond Rating Agency (KBRA) releases its RMBS Credit Indices (KCI) for May 2021. The indices track early-, mid-, and late-stage delinquencies, observed modifications, prepayment speeds, and other performance metrics across four major RMBS 2.0 subsectors.

KBRA includes modified (%) in its RMBS KCIs, which represents the portion of loans for each deal that Intex reports as having a modification or “suspected” modification. Intex advises that loan modification data via its data providers may be lagged by one or two months, and the reported data has been normalized by Intex. “Suspected” modifications represent a determination made by Intex when servicer/trustee data is deemed to be insufficient but where the historical data and performance of the loans “strongly suggest” that a loan modification has occurred.

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.


Analytical Contacts

Brian Ford, CFA, Structured Finance Research

+1 (646) 731-2329

Jack Kahan, Senior Managing Director

+1 (646) 731-2486

Ashish Sharda, Senior Director

+1 (646) 731-2415

Andrew Ye, Senior Analyst

+1 (646) 731-1232

Business Development Contact

Michele Patterson, Managing Director

+1 (646) 731-2397


Caribbean News

Disaster management saves lives, good for the economy

By the 2024 Senior Disaster Management Officials' Forum AREQUIPA, Peru - As major disasters intensify, become more rampant, and affect communities more frequently, APEC economies...

Global News

Taiwan pivots joining CPTPP at APEC trade meeting: Premier Cho pledges to lead cabinet with innovative thinking

TAIPEI, Taiwan, (Taiwan Today) - Taiwan is committed to implementing stricter trade standards to join the Comprehensive and Progressive Agreement for Trans-Pacific Partnership while...