March remittance reports showed month-over-month (MoM) improvement in annualized net losses and delinquencies (30+ days) across securitized marketplace consumer loan pools during the February collection period. Current index values as well as MoM and year-over-year (YoY) changes are presented in the table below.
We expect annualized net losses and delinquency rates to improve modestly or remain range-bound in the near term given the added benefit of tax refunds, as some borrowers may choose to use any additional cash to catch up on past due payments.
The data shown in this report and other indices metrics can be found here.
About the Indices
KBRA calculates the index values using monthly credit performance data from all outstanding securitized collateral pools that carry a rating, whether KBRA-rated or not. The indices are weighted by each pool’s outstanding collateral…
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