Commentary

Global Structured Finance Credit Performance Indicators (CPI)TM—Q3 2022

ABCP, Auto, RMBS

Summary

DBRS Morningstar released its Q3 2022 Global Structured Finance—Credit Performance Indicators (CPI)TM, which provides data and commentary on the 30-plus-day delinquency rate exhibited by the receivables used as collateral in term asset-backed securities and collateral loan obligations rated by DBRS Morningstar. In some instances, it may also include transactions not rated by DBRS Morningstar to the extent that performance is available to the public. The 30-plus-day delinquency rate is provided for large asset classes across three jurisdictions: the United States, Europe, and Canada.