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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

European Commission Report on the Review of the Securitisation Regulation

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European Commission Report on the Review of the Securitisation Regulation On 10 October 2022, the European Commission (EC) published a report on the review of the Securitisation Regulation, based on their findings from a consultation with the industry and input from supervisory authorities. European DataWarehouse, as an ESMA-registered securitisation repository, submitted a response to the … Continued

EDW Conducts GAP Analysis on the proposed EBA NPL Templates

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EDW CONDUCTS GAP ANALYSIS ON THE PROPOSED EBA NPL DATA TEMPLATES Information asymmetries and lack of information provided in a standardised and common format are the key challenges highlighted by the European Banking Authority (EBA) for the development of an efficient secondary market for non-performing loans (NPLs) sale. After the development of the NPL templates … Continued

Stability implications of the EU securitisation market

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 Stability implications of the EU securitisation market In line with the mandate given by Article 31 of the Securitisation Regulation, in July 2022, the European Systemic Risk Board (ESRB) published its first report on the financial stability implications of the EU's traditional (off-balance sheet) securitisation market with the aim of highlighting financial stability risks. The … Continued