KBRA Releases Residential MBS Credit Indices (KCI) for January

Kroll Bond Rating Agency (KBRA) releases its Residential MBS Credit Indices (KCI) for January. The indices track early- and late-stage delinquencies, prepayment speeds, and other performance metrics across four major RMBS 2.0 subsectors. The complete data file can be downloaded from the link at the end of this report.

To access the report, click here.


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About KBRA and KBRA Europe

KBRA is a full-service credit rating agency registered with the U.S. Securities and Exchange Commission as an NRSRO. In addition, KBRA is designated as a designated rating organization by the Ontario Securities Commission for issuers of asset-backed securities to file a short form prospectus or shelf prospectus. KBRA is also recognized by the National Association of Insurance Commissioners as a Credit Rating Provider, and is a certified Credit Rating Agency (CRA) by the European Securities and Markets Authority (ESMA). Kroll Bond Rating Agency Europe Limited is registered with ESMA as a CRA.

Analytical Contact:

Brian Ford, CFA, Structured Finance Research

(646) 731-2329

[email protected]

Jack Kahan, Senior Managing Director

(646) 731-2486

[email protected]

Ashish Sharda, Senior Director

(646) 731-2415

[email protected]

Business Development Contact:

Michele Patterson, Managing Director

(646) 731-2397

[email protected]