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CPIH calculation
Inflation index switch to support ICSL ABS
The UK government intends to align the RPI with the CPIH index within the next five to 10 years. Sce...
News 7 August 2020 -
Greek momentum
Alpha applies for HAPS guarantee
Alpha Bank has applied for a guarantee from the Hercules Asset Protection Scheme (HAPS) for two non-...
News 6 August 2020 -
Asset-backed attenuation
Stricter underwriting in auto, credit card and home loan markets means fewer ABS deals
Underwriting standards in auto loans, mortgages and credit cards have tightened significantly in the...
News Analysis 5 August 2020 -
Middle market JV agreed
Sector developments and company hires
Middle market JV agreed PennantPark Investment Corporation (PNNT) has formed a joint venture with...
Market Moves 5 August 2020 -
NPL trade inked
Bank of Cyprus finalises Helix Two
Bank of Cyprus has sold a €916m - in gross book value terms - non-performing loan portfolio...
News 5 August 2020 -
MM CLO test failures rise
Sector developments and company hires
MM CLO test failures rise The continued deterioration in credit quality of issuers due to the coron...
Market Moves 4 August 2020 -
Euro CLO equity edges ahead
Sector developments and company hires
Euro CLO equity edges ahead European CLO equity cashflow returns average 9.3% year-to-date and - as...
Market Moves 3 August 2020 -
Nuanced approach
Call for clarity in defining ESG
A nuanced approach to ESG considerations is emerging within the securitisation market. Nevertheless,...
News 3 August 2020 -
SCI Start the Week - 3 August
A review of securitisation activity over the past seven days
Last week's stories Blockchain boost DLT opportunity for ABS market CMBS concerns Tailored B...
News 3 August 2020 -
GSE results improve
Sector developments and company hires
GSE results improve Both Fannie Mae and Freddie Mac have reported sharply improved Q2 results, desp...
Market Moves 31 July 2020 -
Risk transfer round-up - 31 July
CRT sector developments and deal news
Caixabank is rumoured to be readying a capital relief trade backed by consumer loans for 2H20. The l...
News 31 July 2020 -
Recovery vehicle
European securitisation 'fixes' on the cards?
The securitisation-related measures included in the European Commission’s capital markets...
News Analysis 31 July 2020 -
Execution risks?
Hertz performance metrics improving
Although Hertz Corporation’s interim settlement with investors holding Hertz Vehicle Finan...
News 31 July 2020 -
AGs fight Madden rule
Sector developments and company hires
AGs fight Madden rule The attorneys general of California, Illinois and New York have filed a suit...
Market Moves 30 July 2020 -
Blockchain boost
DLT opportunity for ABS market
Coronavirus-related concerns are boosting the use of technology within the securitisation market. Bl...
News Analysis 30 July 2020 -
CLO ETF prepped
Sector developments and company hires
CLO ETF prepped Janus Henderson Investors has filed a preliminary registration statement with the U...
Market Moves 29 July 2020