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

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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

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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

Leveraging CDR Indices for Benchmarking Purposes

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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

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

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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

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