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The European Banking Authority publishes Final Templates on the One-off Fit-for-55 Climate Risk Scenario Analysis

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The European Banking Authority publishes Final Templates on the One-off Fit-for-55 Climate Risk Scenario Analysis On 17 November 2023, the European Banking Authority (EBA) published the final templates that will be used to collect climate-related data from EU banks in the context of the one-off Fit-for-55 climate risk scenario analysis. The One-off Fit-for-55 climate risk … Continued

ABS Structuring: How EDW Can Provide Support Throughout the Life of a Transaction

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ABS Structuring: How EDW Can Provide Support Throughout the Life of a Transaction The Asset-Backed Securities structuring process is a multifaceted and complex procedure with various activities, often occurring in parallel. Many different counterparties are engaged, and much information and data must be exchanged among the involved parties. EDW offers various services and activities that … Continued

Estimating CO2 Emissions in European Securitisations

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Estimating CO2 Emissions in European Securitisations As project partner of the Green Auto Securitisation (GAS) initiative, European DataWarehouse (EDW) provides the Leibniz Institute for Financial Research SAFE in Frankfurt with enhanced loan-level data to enable research on ESG considerations affecting auto and leasing securitisations, with the aim of facilitating the financing of low-emission vehicles. Since … Continued

ECB-ESMA Reporting Overlap Helps Data Interpretation

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ECB-ESMA Reporting Overlap Helps Data Interpretation As a result of regulatory changes , EDW data is available on three different databases (ECB, ESMA and FCA) using two reporting formats.   This can make time-series-type work challenging. Indeed, our original ECB database uses the ECB reporting format and hosts historical data from 2013 onward, whereas recent … Continued

Are Variable Interest Rates Driving Up Mortgage Delinquencies?

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Are Variable Interest Rates Driving Up Mortgage Delinquencies? Since Q1 2022, 60-90 days mortgage delinquency rates have been stable in some countries and increasing in others (Exhibit 1). This early delinquency trend indicator increased the most in countries where variable-rate mortgages are commonly used, suggesting that interest rate type has become a key determinant of … Continued

WHY ESG MATTERS TO EUROPEAN DATAWAREHOUSE

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WHY ESG MATTERS TO EUROPEAN DATAWAREHOUSE Created in response to the 2008 global financial crisis, EDW has contributed to economic growth and social value creation by supporting the development of capital markets and promoting the circulation of safe credit. It has done so by increasing transparency in the securitisation market by processing, verifying, and disseminating … Continued

EDW’s Latest Brochures Available for Download

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Download Our Brochures Climate change and resource scarcity impact all of us today, and even more importantly, the world we leave to future generations. Our environmental policies reflect our desire as well as our commitment to create a more sustainable economy. As such, we avoid unnecessary waste by minimising the production of marketing brochures and … Continued

The EU Green Bond Standard Regulation at a Glance

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The EU Green Bond Standard Regulation at a Glance At the beginning of May 2023 the final consolidated text of the EU Green Bond Standard Regulation (EU GBS) was published, following the provisional agreement reached between the European Parliament and the Council of the European Union on 28 February. To address the challenge of diverging … Continued

Understanding EDW’s Loan Identifier Reoccurrence Score

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Understanding EDW’s Loan Identifier Reoccurrence Score Following EDW’s recent Q1 Research Update Webinar, in which the topic of loan ID consistency was discussed, the company is pleased to publish its Loan Identifier Reoccurrence Report. The excel report lists Reoccurrence Scores for the loan IDs, borrower IDs, and property IDs for all public securitisation EDCODES using … Continued

European Benchmarking Exercise for Private Securitisations Now Covers One Complete Year

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European Benchmarking Exercise for Private Securitisations Now Covers One Complete Year European DataWarehouse (EDW), in partnership with TSI and AFME, has co-authored a report as part of the European Benchmark Exercise on private securitisations. In particular, EDW has collected and aggregated confidential data on private securitisations provided for this specific purpose by 12 European banks. … Continued