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

NEW YORK–(BUSINESS WIRE)–Kroll Bond Rating Agency (KBRA) releases its KBRA Credit Profile (KCP) K-LOC Index for the month of October. K-LOC Index The KBRA Loan of Concern (K-LOC) Index decreased this month by 15 bps to 7.67%. There were 53 K-LOCs identified in October 2018 across our coverage universe of both pre-crisis (1.0) and post-crisis (2.0) CMBS, with an aggregate unpaid principal balance (UPB) of $622.1 million. The 2015 vintage experienced the largest change in K-LOC balance across 2