KBRA Releases Research – Auto Loan ABS: EPA Greenhouse Gas Score: Third-Quarter 2021

·1 min read

NEW YORK, October 22, 2021--(BUSINESS WIRE)--Kroll Bond Rating Agency (KBRA) releases updated research that maps the EPA’s Greenhouse Gas (GHG) score to make/model/year information provided in auto loan asset-level disclosures for 214 securitized loan pools across 22 auto loan ABS issuers. The results provide an insightful data point regarding the relative environmental impact of each auto loan securitization.

In this report, we provide an updated data file containing 11 additional transactions that closed during Q3 2021. Additionally, we continue to refine our mapping of the EPA’s GHG score to securitization asset-level disclosures, resulting in an additional 1,024,485 vehicles being assigned a GHG score since our previous publication in July.

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.

View source version on businesswire.com: https://www.businesswire.com/news/home/20211022005376/en/


Analytical Contacts

Brian Ford, CFA, Senior Director
Structured Finance Research
+1 (646) 731-2329

Andrew Ye, Senior Analyst
Structured Finance Research
+1 (646) 731-1232

Business Development Contact

Ted Burbage, Managing Director
+1 (646) 731-3325

Our goal is to create a safe and engaging place for users to connect over interests and passions. In order to improve our community experience, we are temporarily suspending article commenting