The Australian Securitisation Forum, courtesy of Moody's, is pleased to provide a snapshot of the performance of auto ABS in Australia. The ABS Performance Tracker is updated on a monthly basis. Last update: 19 April 2024 (data until 29 February 2024)
The following transactions are eligible / included in the underlying data for Auto ABS Performance Tracker:
- Australian transactions only.
- Public term securitisations only (no warehouses or private securitisations).
- Rated by Moody’s Ratings or other rating agencies.
- Current/live transactions only (no terminated or called transactions). The exception to this is in the “Outstanding Balance and Arrears” time series chart where terminated/called transactions are included in the historical data.
- Security Type Threshold: at least 80% of the underlying pool are passenger and light commercial vehicles. Mixed pool transactions (defined as those where at least 20% of the pool are not passenger and light commercial vehicles) are excluded.
- The "State Concentration” chart excludes transactions where up-to-date granular data for each state/territory is unavailable.