Wednesday, November 19, 2008

European Securitization Update

The European Securitization Forum (ESF) is pleased to announce the publication of a new and much expanded Securitisation Data Report. This publication is the first publicly-available report that consolidates relevant aggregated European and US data for the securitisation markets. The report data is also available for download in Excel format, accessible via the 'downloadable data' button on the report's cover page.

Download the report in pdf format:

The report contains data on:

Term securitisation (ABS, CMBS, RMBS, CDOs):

  • Issuance activity (by country of collateral, type of collateral and rating);
  • Securitisation issuance by deal size;
  • Balances outstanding (as above for issuance);
  • Rating changes by country of collateral and collateral type;
  • Credit spread changes;
  • Changes in credit prices;
  • Indices data;

Asset-backed commercial paper:

In addition:

  • Historical Issuance;
  • Issuance by issuer nationality and by programme type;
  • Volumes outstanding by issuer nationality and by programme type;
  • Spread changes;
  • Primary distribution pattern by investor type and investor location.
  • Global comparative issuance data;
  • Securitisation market highlights and commentary;
  • Methodological summary for the statistical data presented.

Recent Securitisation Data Reports

Winter 2008: European Securitisation Issuance Lower in Fourth Quarter and Second Half on Diminished Liquidity and Global Credit Market Turbulence; Issuance Rises by 9.6 Percent to €496.7 Billion for Full-Year 2007 on Strong First Half...
Download full report pdf
Extract report data xls

Autumn 2007: European Securitisation Issuance1 Drops in the Third Quarter to €89.5 Billion on Weakened Global Credit Market Conditions; Market Outstanding Volume Remains Flat at €1.32 Trillion as of 30 September, 2007...
Download full report pdf
Extract report data xls

Archived Data Reports

2001 | 2002 | 2003 | 2004 | 2005 | 2006 | 2007

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