-

KBRA Releases Research – Auto Loan ABS: EPA Greenhouse Gas Score and CO2 Mapping Update

NEW YORK--(BUSINESS WIRE)--KBRA releases an update to its research that maps the EPA’s Greenhouse Gas (GHG) score as well as annual metric tons of carbon dioxide (CO2) emissions to make/model/year information provided in auto loan asset-level disclosure for 300 securitized loan pools across 18 auto loan ABS issuers.

The report includes a data file containing eight newly issued securitized loan pools since our last update in August 2023. Consistent with all previous updates, securitizations issued by Asian manufacturers were generally found to be more environmentally friendly than those issued by their U.S. counterparts, and lower income borrowers were generally found to finance more environmentally friendly vehicles than their more affluent counterparts.

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.

Contacts

Kaci Emrich, Analyst
+1 646-731-1216
kaci.emrich@kbra.com

Brian Ford, CFA, Head of Structured Finance Research
+1 646-731-2329
brian.ford@kbra.com

Business Development Contact

Rosemary Kelley, Senior Managing Director
+1 646-731-2337
rosemary.kelley@kbra.com

KBRA

Details
Headquarters: New York City, New York
CEO: Jim Nadler
Employees: 400+
Organization: PRI

Release Versions

Contacts

Kaci Emrich, Analyst
+1 646-731-1216
kaci.emrich@kbra.com

Brian Ford, CFA, Head of Structured Finance Research
+1 646-731-2329
brian.ford@kbra.com

Business Development Contact

Rosemary Kelley, Senior Managing Director
+1 646-731-2337
rosemary.kelley@kbra.com

More News From KBRA

KBRA Assigns AA+ Rating to State of Illinois, Build Illinois Bonds (Sales Tax Revenue), Junior Obligation Series A and B of June 2026; Affirms Parity Debt; Stable Outlook

NEW YORK--(BUSINESS WIRE)--KBRA assigns a long-term rating of AA+ with a Stable Outlook to the State of Illinois (the "State"), Build Illinois Bonds (Sales Tax Revenue Bonds), Junior Obligation Series A and B of June 2026 (the "Junior Bonds"). KBRA additionally affirms the long-term rating of AA+ with a Stable Outlook for the State's outstanding parity Junior Obligation Build Illinois Bonds. Key Credit Considerations The rating actions were because of the following key credit considerations: Cr...

KBRA Comments on Lawsuit Filed by Pagaya Against Klarna

NEW YORK--(BUSINESS WIRE)--On May 13, 2026, Pagaya Technologies Ltd. (“Pagaya”), together with certain affiliates, filed a lawsuit against Klarna, Inc. (“Klarna”) and Klarna Group plc in the U.S. District Court for the District of Delaware. The lawsuit relates to alleged misappropriation of intellectual property and trade secrets under the Defend Trade Secrets Act of 2016. KBRA maintains ratings on two revolving ABS transactions backed by “buy now, pay later”, point-of-sale consumer loans that...

KBRA Assigns Ratings to TPG Twin Brook Capital Income Fund's $225 Million Senior Unsecured Notes Due 2029 and 2031

NEW YORK--(BUSINESS WIRE)--KBRA assigns ratings of BBB to TPG Twin Brook Capital Income Fund's ("TCAP" or "the company") $50 million, 6.67% senior unsecured notes due June 2029 and its $175 million, 7.03% senior unsecured notes due June 2031. The rating Outlook is Stable. Proceeds will be used for the repayment of secured debt. Key Credit Considerations The ratings and Outlook are supported by TCAP’s ties to TPG Angelo Gordon’s ~$100+ billion credit investment platform, with ~$30+ billion of di...
Back to Newsroom