Fitch Ratings launched the first pan-European Consumer Asset Backed Securities performance index today. The agency has devised four indices, which provide an overall measure of the European consumer ABS market, monitoring key performance factors: delinquencies, losses and excess spread.

The indices follow:  Fitch delinquency index (Fitch DI), Fitch gross loss index (Fitch GLI), Fitch net loss indices (Fitch NLI), and Fitch excess spread index (Fitch ESI).

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