US ABS and MBS to build on strong first quarter

Strong performance in sectors across the US ABS space in the first quarter has resulted in positive...

Managers and investors moving beyond the ratings issue

Consistency between CDO rating methodology changes appears not to have transpired, with the market l...

European MBS activity in the two weeks to 8 April

The weeks leading up to Easter showed a flurry of RMBS activity as investors sought to prepare for b...

US CLO market activity in the two weeks to 13 April

The secondary US CLO market has shown a marked improvement over the past few weeks, with both appeti...

Could US forbearance initiatives be replicated in European MBS?

The non-agency mortgage principal forbearance initiatives currently underway in the US are being see...

Reverse mortgage securitisation hinges on housing

The secondary market for reverse mortgages is still very much a negotiated market. However, particip...

CLO tranches continue to look cheap for their risk compared to similarly-rated corporates, according...

Barclays Capital and RBS on 25 March launched what is believed to be the first-ever securitisation o...

Interactive Data is now providing daily independent evaluations for fixed-rate reverse MBS (HMBS) is...

Liquidity metrics for all CDS, evaluated bonds, loans and ABS are to be included in Markit's pricing...

Several consecutive months of positive returns reported by permanent capital vehicles with exposure...

US RMBS market activity in the week to 24 March

US RMBS market sentiment last week was dominated by the announcement of Bank of America's principal...

European CLO market activity in the week to 30 March

The past week has seen much positive activity in the European CLO sector in terms of pricing levels...

US CMBS market activity in the week to 18 March 2010

Dramatic spread tightening this week on the US CMBS market's benchmark deal, GSMS 2007 - G...

European ABS market activity in the week to 23 March

European ABS over the past week has begun to show positive signs of stabilisation and growth, with s...

Lewtan's ABSNet performance data, which covers over 20,000 global structured finance deals, can now...