KBRA Credit Profile (KCP) K-LOC Index: May 2018

NEW YORK–(BUSINESS WIRE)–Kroll Bond Rating Agency (KBRA) releases its KBRA Credit Profile (KCP) K-LOC Index for the month of May. K-LOC Index: The K-LOC Index increased this month by 29 basis points (bps) to 8.32%, with the identification of an additional $969.7 million in post-crisis KBRA Loans of Concern (K-LOCs). The largest changes were seen among more recent vintages such as 2016, which increased to 3.83% from 2.42%. K-LOCs by dollar volume for post-crisis (2.0) transactions surpassed pr