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

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 181 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 18 additional transactions that closed between mid-February and the end of June. Additionally, we continue to refine our mapping of the EPA’s GHG score to securitization asset-level disclosures, resulting in an additional 88,500 vehicles being assigned a GHG score since our previous publication in March.

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.

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