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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

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

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