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Market Indices Derived From Loan Level Data

As part of our project to collect loan level data and use it to derive useful products for the market, EuroABS has begun to derive and publish aggregate statistics created by applying our own issuance categorisation data to collected loan level data. As we expand this function, we will add new content to this page.

UK RMBS - All

Index Criteria

Index Composition

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

3.90

45.36

Data Generated On: 17/04/2025

Data Generated On: 17/04/2025

UK RMBS - Building Societies

Index Criteria

Index Composition

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

0.30

30.86

Data Generated On: 17/04/2025

Data Generated On: 17/04/2025

UK RMBS - Challenger Banks

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Issuers
Aldermore Bank plc (First Rand)
Atom Bank
Charter Court Financial Services
ColCap Financial
Enra Group
Hampshire Trust Bank
Intrum Mortgages (Mars)
KMC
Lendco Limited
Lendinvest
OneSavings Bank plc
Optimum Credit Ltd (Pepper Money)
Paragon Mortgages Limited
Shawbrook Bank
Tandem Bank Limited
Vida Homeloans

Index Composition

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

3.16

55.36

Data Generated On: 17/04/2025

Data Generated On: 17/04/2025

UK RMBS - Retail Banks

Index Criteria

Index Composition

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

4.58

51.52

Data Generated On: 17/04/2025

Data Generated On: 17/04/2025