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KBRA Releases Research - Auto Loan ABS: EPA Greenhouse Gas Score: Third-Quarter 2021
[October 22, 2021]

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


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 (News - Alert) 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 addtional 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.


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