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
Journal of Real Estate Finance & Economics: Buildings’ Energy Efficiency & the Probability of Mortgage Default – The Dutch Case
Data Availability Report Q4 2020
Monitoring the Impact of COVID-19: Q1 2021 RMBS Report
Monitoring the Impact of COVID-19: Q1 2021 RMBS Tracker
