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Research Articles

Bank of Spain Financial Stability Report

Sjoerd Van Bekkum, Marc Gabarro, and Rustom M. Irani: Does a Larger Menu Increase Appetite? Collateral Eligibility and Credit Supply

The European ABS Market and its Development

Explanatory Report on Calculated LTVs

Gap Analysis Between the ECB ABS Loan-Level Data Templates and the Draft Templates Proposed by ESMA on 22 August 2018

European Mortgage Federation (HYPOSTAT 2018): Monitoring the Current LTV

ED Spanish RMBS Index (pdf)

Paragon Mortgages (No.25) PLC (PCD: 17.04.2018)

Assiom Forex: Il Nuovo Quadro Normativo Del Regolamento (EU) 2017/2042

ED Spanish SME Index (excel)

ED Spanish RMBS Index (excel)

ESTENSE COVERED BOND S.r.l. (PCD: 2017-12-31)

Berica ABS 3 S.r.l.  (PCD: 30.11.2017)

ED Commentary on Italian Loan-Level Data

Moody’s: European diesel car bans would have minor effect on ABS collateral

Scope Ratings AG: Dutch Residential Mortgages: Despite Recent Measures Vulnerabilities Persist

European Mortgage Federation (HYPOSTAT 2017): The “V” in LTV and Why it Matters

Transparency for non-performing loans – Learnings from the ECB ABS Loan Level Initiative

DBRS: Self-Certified Securitisation Ban – A Solution Looking For a Problem

Citi, Hypoport & ED: The Importance of Data Quality and Servicing Standards in European Securitisation

RMBS PRADO IV (PCD: 02.03.2017 & 27.03.2017) – originated and serviced by Unión de Créditos Inmobiliarios

Standardised Geographic Information for European Loan Level Data (LLD)

Moody’s: German automakers’ finance units shift into turbo mode to push AFV adoption, secure market share

FCT Crédit Agricole Habitat 2017 (PCD: 30.11.2016 & 31.01.2017) – originated and serviced by Crédit Agricole S.A.

EMF-ECBC – Energy Efficient Mortgage Initiative: A Case Study on the First Green RMBS in The Netherlands

Caixabank Pymes 8, F.T. (PCD: 23.11.2016) – originated and serviced by CaixaBank, S.A

Moody’s: Irish mortgage performance and home prices buoy several sectors, amid arrears concerns

ABS Investor Reports – Standardisation and Digitisation

European DataWarehouse Will Publish Constant Default Rate (CDRs) and Lists of Defaulted Loans for Spanish SME Deals

Moody’s: Long Foreclosure Timelines Continue to Result in Low Cumulative Recoveries

European Loan-Level Data: Smart Usage beyond Asset-Backed Securities

More is Better: Optional Loan-Level Data Fields Provide Valuable Complementary Information

Quality of Loan-Level Data: Lessons Learned for the AnaCredit Project

ED Introduces Standardised Geographic Information for Italian Loan-Level Data (LLD)

ED introduces Standardised Geographic Information for French Loan-Level Data (LLD)

Moody’s: High LTV Ratios are a Key Indicator of Non-Payment for German Auto Loans

Journal of Accounting Research: Enhancing Loan Quality Through Transparency: Evidence from the European Central Bank Loan Level Reporting Initiative

ED Introduces Standardised Geographic Information for Spanish Loan-Level Data (LLD)

European DataWarehouse Commentary on  Spanish RMBS Loan Level Data

ED Spanish SME Index (pdf)

José M. González-Páramo: How To Turn The Credit Tap Back On

European DataWarehouse : An Initiative to Improve Transparency for European Securitization Markets

Deutsche Bank Markets Research: Spanish RMBS: Mining loan level data

José M. González-Páramo: Putting Cred Back into Credit

Deutsche Bank Markets Research – A First Look at Loan-Level Data

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