Commentary

U.S. Subprime Auto Loan ABS: Evaluating Recession Scenarios

Auto

Summary

DBRS, Inc. (DBRS) released the commentary “U.S. Subprime Auto Loan ABS: Evaluating Recession Scenarios,” in which DBRS evaluates the impact of hypothetical recession scenarios on credit enhancement coverage of losses for recently issued subprime auto loan asset-backed security (ABS) transactions and the potential impact on ratings of those transactions.

Available Documents

Contacts

Hollie Reddington
Vice President, US ABS - Global Structured Finance
+1 212 806 3209
hollie.reddington@morningstar.com
Ines Beato
Associate Managing Director - US ABS Ratings, Consumer Assets
+(1) 212 806 3204
ines.beato@morningstar.com
Christopher D'Onofrio
Managing Director - US ABS Ratings
+(1) 212 806 3284
chris.donofrio@morningstar.com
Claire Mezzanotte
Group Managing Director, Global Head of Structured Finance Ratings - Credit Ratings Leadership
+(1) 212 806 3272
claire.mezzanotte@morningstar.com

Brands

Products

Segments

Insights

Company

Connect

U.S. Subprime Auto Loan ABS: Evaluating Recession Scenarios

Summary

Available Documents

U.S. Subprime Auto Loan ABS: Evaluating Recession Scenarios

Related Documents

Contacts

Demystifying Credit: Fund Financing

Large Canadian Banks Q2 2025 Earnings Round-Up: Performing PCLs Ramp Up and Loan Demand Wanes as Tariff Uncertainty Persists

Middle East Tensions Add Underwriting and Investment Risks for Global Insurers and Reinsurers

The Web of Private Credit Lenders and Where We See It Heading