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Featured Research Articles

Third Party Research |

19 July 2022

European Systemic Risk Board (ESRB): Monitoring Systemic Risks in the EU Securitisation Market

Third Party Research |

14 June 2022

Deutsche Bundesbank discussion paper on the replenishment of ABS backed by SME loans

Third Party Research |

05 May 2022

Moody’s Investors Service: ESMA rules will raise data quality, but additional fields would aid credit analysis (originally published 7 May 2020)

Special Report |

25 February 2022

AFME Report: ESG securitisation issuance increases 273% from 2020 to 2021

Special Report |

17 November 2021

Hypostat 2021 – From the EMF-ECBC (European Mortgage Federation – European Covered Bond Council)

Third Party Research |

07 October 2021

Journal of Financial Econometrics: Forecasting Loan Default in Europe with Machine Learning

Third Party Research |

12 May 2021

Journal of Real Estate Finance & Economics: Buildings’ Energy Efficiency & the Probability of Mortgage Default – The Dutch Case

Explanatory Report |

04 May 2021

Data Availability Report Q4 2020

COVID-19 |

29 March 2021

Monitoring the Impact of COVID-19: Q1 2021 RMBS Report

COVID-19 |

17 February 2021

Monitoring the Impact of COVID-19: Q1 2021 RMBS Tracker

Research Articles

European Systemic Risk Board (ESRB): Monitoring Systemic Risks in the EU Securitisation Market

Deutsche Bundesbank discussion paper on the replenishment of ABS backed by SME loans

Moody’s Investors Service: ESMA rules will raise data quality, but additional fields would aid credit analysis (originally published 7 May 2020)

AFME Report: ESG securitisation issuance increases 273% from 2020 to 2021

Hypostat 2021 – From the EMF-ECBC (European Mortgage Federation – European Covered Bond Council)

Journal of Financial Econometrics: Forecasting Loan Default in Europe with Machine Learning

load more Show All