Blog - Page 2 of 9 - European DataWarehouse

Data Deep Dive: EDW’s Public Securitisations Data Now Totals Nearly €835 Billion

25. November 2024

Data Deep Dive: EDW’s Public Securitisations Data Now Totals Nearly €835 Billion As of Q2 2024, the outstanding amount of loans uploaded to EDW totalled almost €835 billion from 12 European countries. This value is down from a historical high of nearly €1 trillion in 2014-Q3, and has consistently been at around €835 billion since … Continued

The Draghi Report: What “The Future of European Competitiveness” Means for Securitisation

26. September 2024

By Natalia Gallie

The Draghi Report: What “The Future of European Competitiveness” Means for Securitisation On 9 September 2024 the report “The Future of European Competitiveness” was issued. The European Commission tasked Mario Draghi to prepare a report of his personal vision on the future of European competitiveness. The report revolves around three main areas for action aimed … Continued

Significant Changes to the CO₂ labelling Ordinance for Cars in Germany

5. July 2024

By Natalia Gallie

Significant Changes to the CO₂ labelling Ordinance for Cars in Germany The new Car Energy Consumption Labelling Ordinance came into force on 23 February 2024, drastically changing the energy performance labels assigned to cars, and has been mandatory since 1 May. The new CO2 labels will use absolute CO2 emissions values and assign a rating … Continued

Revisiting “The Babel Tower Of EPC Ratings”: Updated Thresholds Across Europe

13. June 2024

By Natalia Gallie

Revisiting “The Babel Tower Of EPC Ratings”: Updated Thresholds Across Europe In 2020, European DataWarehouse (EDW) published “The Babel Tower of Energy Performance and Certificate Ratings in Europe”. This article contained a table comparing the Energy Performance Certificate (EPC) rating thresholds across various countries and discussed EPC databases in Europe. In particular, the article highlighted … Continued

EBA Publishes Guidelines on STS Criteria for On-Balance-Sheet Securitisations

29. May 2024

By Carla Scarsella

EBA Publishes Guidelines on STS Criteria for On-Balance-Sheet Securitisations The European Banking Authority (EBA) published its Final Report on the Guidelines on STS criteria for on-balance-sheet securitisation and amending Guidelines EBA/GL/2018/08 and EBA/GL/2018/09 on the STS criteria for ABCP and non-ABCP securitisation on 27 May, following a three-month public consultation, which ran from April to … Continued

The new UK Securitisation Regulation Framework comes into effect on 1 November 2024

10. May 2024

By Natalia Gallie

The new UK Securitisation Regulation Framework comes into effect on 1 November 2024 At the end of April 2024, HM Treasury published its Draft Securitisation (Amendment) Regulations 2024 (the ‘Amending SI’) setting out changes to the existing statutory instrument from 29 January 2024, and the FCA and PRA published their final Rules relating to Securitisation. … Continued

A Year in Review: EDW Continues its Efforts on the Green Auto Securitisation Project

15. April 2024

By Natalia Gallie

A Year in Review: European Datawarehouse Continues its Efforts on the Green Auto Securitisation Project After more than a year since the kick-off of the Green Auto Securitisation (GAS) project, European DataWarehouse (EDW) is taking stock of the advancements made in assessing the sustainability of the European car industry. GAS, a collaborative project driven by … Continued

Leveraging CDR Indices for Benchmarking Purposes

15. March 2024

By Natalia Gallie

Leveraging CDR Indices For Benchmarking Purposes The Constant Default Rate (CDR), the annualised periodic default rate of a securitisation, is a typical input in ABS cash flow models. Cash flow model users may need a CDR Index to conduct plausibility checks and compare CDR assumptions vs actual observed CDRs. CDRs ARE AVAILABLE IN ESMA-FORMAT INVESTOR … Continued

Everything You Need to Know About EBA’s Proposal for a Voluntary EU Green Loan Label

26. February 2024

By Diane Vogelpohl

Everything You Need to Know About EBA’s Proposal for a Voluntary EU Green Loan Label On 15 December 2023 the European Banking Authority published its response to the European Commission’s call for advice on green loans and mortgages. The response includes both an opinion and a report containing more detailed advice. In its response the … Continued

EDW Publication Inventory – Showcasing Loan-Level Insight Beyond the Field of Securitisation

18. January 2024

By Diane Vogelpohl

EDW PUBLICATION INVENTORY: SHOWCASING LOAN-LEVEL INSIGHT BEYOND THE FIELD OF SECURITISATION With over a decade of service to Europe’s securitisation market under its belt, European DataWarehouse has collected over three billion loan records across all asset classes since its inception in 2012. Within those loan records lies a wealth of insight used predominantly in the … Continued