LOAN-LEVEL INSIGHT BEYOND THE FIELD OF SECURITISATION

With a decade of service to Europe’s securitisation market under its belt, European DataWarehouse has collected over three billion loan records across all asset classes since its inception in 2012.

Within those loan records lies a wealth of insight used predominantly in the asset-backed securities market for risk assessment and cash-flow modelling purposes. But, thanks to the available time series and detailed nature of the loan-level data, it is also valuable for studies beyond the field of securitisation.

Not only does EDW use this dataset for its own research, regularly publishing reports and blogs, but so to do various academic institutions, national central banks, rating agencies, and other third parties.

RESEARCH ARTICLES

Explanatory Report |

05.10.2022

EDW Adjusted Database (Beta) Report

Third Party Research |

12.09.2022

Credit Fire Sales: Captive Lending as Liquidity in Distress

Third Party Research |

19.07.2022

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

Third Party Research |

14.06.2022

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

Third Party Research |

05.05.2022

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

Special Report |

25.02.2022

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

Special Report |

17.11.2021

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

Third Party Research |

07.10.2021

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

Third Party Research |

12.05.2021

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

Explanatory Report |

04.05.2021

Data Availability Report Q4 2020

Now, in addition to accessing a huge array of publications and articles via the ‘Insights’ section of eurodw.eu, a non-exhaustive list of titles and links to some key publications is available via the ‘Media’ page, in excel format.

The publications listed may be either a PDF document, an Excel file, or published as web-based content including a button or link to download any accompanying PDF report, Excel spreadsheet, or both. Presentation slides from EDW Research Webinars are also included in PDF format.

To download the publication list, visit the Media page or click the button below. 

Please contact enquiries@eurodw.eu if your publication references EDW data but is not yet available on our website.