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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 Composition

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

3.94

45.48

Data Generated On: 28/04/2025

Data Generated On: 28/04/2025

UK RMBS - Building Societies

Issue	Latest Data
Brass RMBS No 10 plc	28/02/2025
Brass RMBS No 11 plc	28/02/2025
Brass RMBS No 9 plc	28/02/2025
Friary No 7 Plc	31/12/2024
Friary No 8 Plc	31/12/2024
Friary No 9 Plc	31/01/2025
Hawthorn Finance Ltd	28/02/2023
Kenrick No.4 plc	31/12/2024
Silverstone Master Issuer (RMBS Note Prog) 1	31/03/2025
Tombac No.3 plc	28/02/2025
Tyne Funding No.1	31/01/2025

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

0.30

30.89

Data Generated On: 28/04/2025

Data Generated On: 28/04/2025

UK RMBS - Challenger Banks

Index Composition

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

3.12

56.09

Data Generated On: 28/04/2025

Data Generated On: 28/04/2025

UK RMBS - Retail Banks

Index Composition

Percentage of pool over 3 months in arrears

Weighted Average Current LTV (Nationwide Index)

4.68

51.55

Data Generated On: 28/04/2025

Data Generated On: 28/04/2025

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