European DataWarehouse (ED) is the first centralised European platform for uploading and downloading ABS loan level data (LLD). ED as a market initiative aims to increase transparency and restore investor confidence in the ABS market. By accessing ED data, market participants are able to analyse underlying portfolios in a more efficient way and compare portfolios on a systematic basis including performance trends. In the past, investors had to rely on aggregated data which was preconfigured by issuers and arrangers.

Who uses ED Data?

  • Institutional investors
  • Investment banks, commercial banks and brokers
  • Rating agencies
  • Central banks, regulators & policy makers
  • Data vendors, data analytics firms
  • Accounting firms, trustees,
    credit repositories & consultants
 

What Data does ED have?

    Check which ABS deals and ISINs are available
    Loan and Bond Level Data files based on
    the Asset Class:
    RMBS
    SME
    Auto ABS
    Consumer Finance ABS
    Leasing ABS
    Credit Cards
    Public sector DECCs

How to access ED Data?

    There are five channels for accessing data:

    EDwin (website) – Recommended for a quick view of the LLD files, portfolio strats and documentation. LLD files downloadable in Excel, CSV and XML formats

    EDvance (web-based solution) – Designed specifically for investors, analysts and researchers. It provides users access to rich, seamless loan & bond level data, in an easy, convenient and interactive way.
    ED Direct Access  (database of loan level data) –  Recommended for fast and direct access to the universe of loan level data stored in EDwin across submissions  – Accessible via direct SQL queries 
    EDplus (desktop application) – Recommended for downloading multiple LLD files into a local database for complex query based analysis
    Application Programming Interface (API) -Recommended for programmatic download of LLD files in Excel, CSV and XML formats

Further reading


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