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Going Beyond Taxonomies and Templates

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Going Beyond Taxonomies and Templates Data Quality Management – The How In the first part of our Data Quality Management Series – DQM: The Why, we commented that our DQM framework has not been built because of, but despite the rigid data templates we have in place which already sets specific filters on incoming data. But how do we … Continued

Why are we, at ED, obsessed with Data Quality?

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Why are we, at ED, obsessed with Data Quality? We collect and store loan-level data as per pre-defined data templates. Each data field has a clear explanation of what the field is supposed to contain, its format, whether it is mandatory or optional. Our repository solution is already capable of rejecting data files that do … Continued

Everything You Need to Know About the Securitisation Regulation (STS)

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Everything You Need to Know About the Securitisation Regulation (STS) In late 2017, a new securitisation regulation was published in the Official Journal of the European Union. It outlined the EU’s efforts to establish a capital markets union, by creating a single market for investment services and activities. New reporting templates were introduced as part … Continued

Auto loans: Electric cars vs. Conventional cars

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Auto loans: Electric cars vs. Conventional cars Are electric cars the future? Are they a (relatively) safe bet for investors in European Auto ABS? By analysing more than 22 million auto loans stored in our unique database and originated between 2011 and 2017, we were able to compare loans for electric and conventional cars that … Continued

Auto loans: did you know how income impacts loans across Europe?

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Auto loans: did you know how income impacts loans across Europe? By analysing more than 4.7 Mio Auto loans stored in our unique database and securitised between 2008 and 2017, we are able to observe the Original Loan to Value (OLTV) behaviour based on the borrower’s salary band. Interestingly, the data highlights that salary bands … Continued

Insights on the Original Loan to Value (OLTV) in France

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Insights on the Original Loan to Value (OLTV) in France By analysing more than 2.6 mm RMBS loans originated in France and securitised between 2013 and 2016, we are able to identify the relationship between the OLTV distribution and the départements in the French housing market. Facts: The highest average OLTVs are seen in the Northern border départements … Continued

Insights on Securitisation by industry in Europe

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Insights on Securitisation by industry in Europe From accommodation and food service activities, to agriculture forestry and fishing, to arts, entertainment and recreation, to education and construction, did you know how each industry has evolved over time and across countries? By analysing more than 2 mm SME loans stored in our database, we were able … Continued