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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

Promising Developments in EU Sustainable Finance Market

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EuGBS Provisional Agreement Reached and ESAs-ECB Call for Enhanced Disclosure on Climate Change for Structured Finance Products As sustainable finance gains importance in the EU, policy makers are working tirelessly to establish standards and frameworks that will stimulate green investments and reduce the risks associated with greenwashing. On 28 February 2023, the trilogue negotiations between … Continued

EDW Time Series Now Covers Ten Years

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EDW Time Series Now Covers Ten Years Over the last ten years, European DataWarehouse has collected, verified and provided data for almost all European public securitisations. As of 2022-Q4, the outstanding amount of public ABS loans reported to our database stood close to EUR 800 billion. Our Data Availability Report (an Excel document) contains an … Continued

Updated GAP Analysis on the EBA NPL Transaction Data Templates

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Updated GAP Analysis on the EBA NPL Transaction Data Templates Article 16 (1) of the Directive (EU) 2021/2167 on credit servicers and credit purchasers mandates the European Banking Authority (EBA) to develop a set of common data standards for the sale or transfer of non-performing loans (NPL) that would enable cross country comparison and reduce … Continued