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
