Converting data

into market trust

How does it work?

WHAT IS EUROPEAN DATAWAREHOUSE?

European DataWarehouse is the first securitisation repository in Europe for collecting, validating and making available for download detailed, standardised and asset class specific loan-level data (LLD) for Asset-Backed Securities (ABS) transactions and private whole loan portfolios. Developed, owned and operated by the market, we help to facilitate risk assessment and to improve transparency standards for European ABS deals.

HOW DOES IT WORK?

European DataWarehouse collects loan-level data from issuers and performs a variety of data quality check to ensure the uploaded information is of the highest quality. This data is used 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

Centralization

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

Transparency and Accessibility

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

Standardization

Standardised definitions and reporting formats allow for quick and efficient benchmarking and instantaneous insight.

What our Customers say

“The European DataWarehouse will play an important role in the development of STS securitizations through its dedication to data quality and the principle of data transparency for the European ABS market.”

Santander Global Corporate Banking -

“EDW is a very useful tool for gathering data upon European securitizations. Its constant aim at delivering excellence and standardization is a serious asset for every professional in structured finance looking for relevant statistics”

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 -

“As the initiator of the “DEUTSCHER VERBRIEFUNGSSTANDARD”, TSI was an early advocate of high transparency and quality in the securitisation market. It was therefore only natural that TSI would also support the ECB’s transparency initiative early on. Thanks to the European DataWarehouse, ABS bonds are today by far the most transparent asset class in Europe and set the standard other asset classes still need to meet.”

True Sales International -

“For the Dutch Securitisation Association (DSA), the 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. We look forward to benefit from the ongoing development of expertise in the EDW team”.

Dutch Securitisation Association -

RESEARCH ARTICLES

Third Party Research |

16.05.2013

Deutsche Bank Markets Research – A First Look at Loan-Level Data

Third Party Research |

04.09.2013

Deutsche Bank Markets Research: Spanish RMBS: Mining loan level data

Special Report |

22.12.2016

ABS Investor Reports – Standardisation and Digitisation

Efforts are currently being made by regulators, industry associations and central banks to address transparency and data quality issues that can arise in the absence of predefined investor reporting guidelines.The lack of standardisation can lead to significant differences between the information that is reported at loan level and the corresponding investor report. This, in turn, can sometimes lead to confusion surrounding the true performance indicators of underlying assets.

read more

Deal Spotlight |

10.02.2017

Caixabank Pymes 8, F.T. (PCD: 23.11.2016) – originated and serviced by CaixaBank, S.A

These reports put the loan portfolio in direct comparison with similar deals and market aggregates.

read more

Third Party Research |

10.06.2017

Citi, Hypoport & ED: The Importance of Data Quality and Servicing Standards in European Securitisation

Third Party Research |

10.08.2017

DBRS: Self-Certified Securitisation Ban – A Solution Looking For a Problem

Deal Spotlight |

10.02.2018

Berica ABS 3 S.r.l.  (PCD: 30.11.2017)

These reports put the loan portfolio in direct comparison with similar deals and market aggregates.

read more

Third Party Research |

10.07.2018

Assiom Forex: Il Nuovo Quadro Normativo Del Regolamento (EU) 2017/2042

Company statistics

>1 bn

loan records

1,225+

deals stored

119 mm

loans or loan parts

>24,000

LLD submissions