KBRA Releases Research–RMBS Breakfast Forum: Outlook, Products, and Performance Drivers—KBRA Event Recap

KBRA releases a recap of its RMBS Breakfast Forum: Outlook, Products, and Performance Drivers, an event focused on the key trends shaping today’s U.S. residential mortgage-backed securities (RMBS) market.

The breakfast, which was held on May 5, brought together market participants from across the RMBS ecosystem for a series of panels covering prime, Agency credit risk transfer (CRT), second lien, non-qualified mortgage (QM), investor debt service coverage ratio, and residential transition loan (RTL) securitizations.

The program opened with remarks from Jack Kahan, Senior Managing Director and Global Head of ABS and RMBS at KBRA, and Van Hesser, Chief Markets Strategist at KBRA, who framed the RMBS discussion against a macroeconomic backdrop that remains generally favorable but increasingly uneven. Overall, the RMBS market entered 2026 with strong issuance momentum and generally stable credit performance, but also with several crosscurrents that could influence investor sentiment and collateral performance over the balance of the year.

Click here to view the report.

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• KBRA Non-QM RMBS Default Study: A Decade of Insights
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About KBRA

KBRA, one of the major credit rating agencies, is registered in the U.S., EU, and the UK. KBRA is recognized as a Qualified Rating Agency in Taiwan, and is also a Designated Rating Organization for structured finance ratings in Canada. As a full-service credit rating agency, investors can use KBRA ratings for regulatory capital purposes in multiple jurisdictions.

Doc ID: 1014787

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