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ABS CDO sale scheduled
An auction will be conducted for the Longport Funding II CDO on 21 April. The collateral shall only...
News Round-up 3 April 2014 -
Subprime voluntary prepays analysed
Moody's estimates in its latest ResiLandscape publication that voluntary prepayments, as measured by...
News Round-up 3 April 2014 -
Portuguese paper tendered
Banco BPI has launched a tender offer for 10 bonds across its Douro Mortgages No. 1, 2 and 3 RMBS. T...
News Round-up 3 April 2014 -
Euro CMBS losses as expected
European CMBS has performed better than its reputation might suggest. The principal loss rate to dat...
News 3 April 2014 -
Spring in the step
The European RMBS market has been consistently busy in recent weeks. This healthy level of activity...
Market Reports 3 April 2014 -
Conditions 'ripe' for defeasance
US CMBS loan defeasance grew significantly in 2013 over the previous year, rising to its highest lev...
News Round-up 3 April 2014 -
Skyline cashflows corrected
A number of corrections were made in the March remittances to the cashflows for the US$678m Skyline...
News Round-up 3 April 2014 -
Judicial discrepancies affect severities
Home prices in the US may be going up, but so are loss severities. A marked difference in severities...
News 2 April 2014 -
CDO auction due
An auction has been scheduled for Trainer Wortham First Republic CBO IV on 22 April. The collateral...
News Round-up 2 April 2014 -
FedTrade to gain traction
The New York Fed on 9 April is set to increase the use of its proprietary trading platform FedTrade...
News Round-up 2 April 2014 -
CMBS supply returns strongly
After anaemic secondary supply to start the week, US CMBS BWIC volume shot up yesterday to about US$...
Market Reports 2 April 2014 -
CLO equity vulnerable to rates hike
Recent comments from Fed chair Janet Yellen have led to a dramatic re-pricing of the front end of th...
News 1 April 2014 -
Fair value standards released
The EBA has published its final draft regulatory technical standards (RTS) laying out the requiremen...
News Round-up 1 April 2014 -
CMBS note sales scheduled
Auction.com has scheduled note sales for properties backing US$144m in US CMBS loans over the next t...
News Round-up 1 April 2014 -
ABS supply leaves MBS trailing
Healthy US ABS secondary market activity yesterday contrasted sharply with the non-agency RMBS and C...
Market Reports 1 April 2014 -
SEC urged to re-propose ABS releases
SIFMA and the Financial Services Roundtable (FSR) have submitted comments to the US SEC that express...
News Round-up 1 April 2014