EUROPE’S FIRST

SECURITISATION REPOSITORY

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TRANSPARENCY FOR EUROPE'S ASSET BACKED SECURITIES MARKET SINCE 2012

European DataWarehouse was established in 2012 as the first securitisation repository in Europe to facilitate the collection, validation, and download of standardised loan-level data (LLD) for Asset-Backed Securities (ABS) and private whole loan portfolios. Developed, owned, and operated by the market, we serve to streamline risk assessment and improve transparency standards for European ABS deals and the credit market.

UNPARALLELED ACCESS TO LOAN-LEVEL DATA

European DataWarehouse collects loan- and bond-level data from issuers and performs a variety of data quality checks to ensure the uploaded information is of the highest quality. This data is used globally by investors, national banks, consulting firms, rating agencies and a variety of other users to make informed decisions regarding investments or strategy. Our data provides both micro and macro insight into individual deals, geographies and asset classes.

Our core principles

Centralisation

We serve as a unique, central data repository for European ABS and whole loan portfolios across a range of asset classes.

Transparency

We provide fast access to data in both aggregated and raw formats, allowing for a high degree of ABS portfolio transparency.

Standardisation

We ensure standardised definitions and reporting formats for quick benchmarking and instant insights.

What our Customers say

“As a founding shareholder of EDW, Santander continues to be committed to promoting best practice and transparency in the securitisation market. Hence our continued support and investment in EDW. EDW has worked tirelessly towards the goal of greater data transparency for the securitisation market, and we are confident that their long experience in providing data repository services which are a benchmark in the market will be rewarded with a successful application.”

Santander Global Corporate Banking

“Since the ABS Loan-level Initiative was launched by the Eurozone in 2012, European DataWarehouse has played a leading role in providing standardised and reliable information to securitisation market participants. EDW’s application as a securitisation repository is the natural continuation of these efforts. Their expected success in this process will be another milestone in rebuilding investor confidence in the securitisation market.”

Crédit Foncier

“Sapient Global Markets views the European DataWarehouse as an important part of the market infrastructure. We look forward to continuing to support ED.”

Sapient Global Markets

“TSI is a founding shareholder of European DataWarehouse. The transition of European DataWarehouse from being data repository under the ECB regime to become a securitisation repository under the new securitisation regulation does mark an important step for the evolution of the European securitisation market. Team, track record and know-how from EDW will support issuers and investors along this way.”

True Sale International

“For the Dutch Securitisation Association (DSA), European Datawarehouse has added their in-depth knowledge of data quality issues to our own efforts to increase transparency and standardisation of (Dutch) securitisation transactions. With the EDW application to become a Repository under the Securitisation Regulation we expect to be able to further develop our productive cooperation in this field”.

Dutch Securitisation Association

“Since 2013 European DataWarehouse has been acting successfully as the unique securitisation repository of the Eurosystem, contributing to provide investors with the transparency required by the regulator but above all necessary to bring back investors on the ABS market. Thus, the European DataWarehouse became in a few years one of the strengths of this market, contributing to make ABS a high quality credit product for investors and a reliable funding channel for issuers. I have no doubt this almost 8 year long experience makes the European DataWarehouse the most valid candidate to be registered by ESMA as the first securitisation repository.”

ALD Automotive

“BBVA is excited to be part of European DataWarehouse since its inception being a reference in securitisation data and its continued contribution to transparency. To be registered as the first securitisation repository by ESMA will boost the investors’ confidence and the European securitisation market.”

BBVA

“For almost a decade, EDW has successfully worked to improve transparency and restore confidence in the securitisation market. In recognition of this, I fully support its application to become the first securitisation repository by ESMA as a new step to further boost market security, transparency and reliability.”

Instituto de Crédito Oficial

“European DataWarehouse has proven to be a successful and professionally managed company and data platform for the European Securitisation market and its stakeholders. As a long term partner, Hypoport, have had the pleasure of working with European Datawarehouse for many years on several successful innovative projects. We profoundly support the ambition of European DataWarehouse to become a repository for the ESMA Securitisation Regulation. We believe that European DataWarehouse has the knowledge and experience, which it gained from the ECB loan level initiative disclosure, to fulfil this role throughout Europe in a push for further transparency and data insight(s) for all market participants.”

Hypoport

“Moody’s has worked with European DataWarehouse (EDW) since its formation as a consumer of data, a partner on transparency initiatives, and as a founding shareholder. From the beginning, we have been aligned with EDW’s core principles and believe that the market has benefited from the transparency, accessibility and standardization that EDW has promoted. EDW has strong operational processes and will continue to foster confidence in their work and in the broader European Securitization market should they be confirmed by ESMA.”

Moody’s

RESEARCH ARTICLES

Third Party Research |

07.10.2021

Journal of Financial Econometrics: Forecasting Loan Default in Europe with Machine Learning

Third Party Research |

12.05.2021

Journal of Real Estate Finance & Economics: Buildings’ Energy Efficiency & the Probability of Mortgage Default – The Dutch Case

Explanatory Report |

04.05.2021

Data Availability Report Q4 2020

COVID-19 |

29.03.2021

Monitoring the Impact of COVID-19: Q1 2021 RMBS Report

COVID-19 |

17.02.2021

Monitoring the Impact of COVID-19: Q1 2021 RMBS Tracker

Company statistics
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loan records

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deals stored

mm

loans or loan parts

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LLD submissions