For Providing Data



EDitor is an integrated web application developed by European DataWarehouse for the seamless analysis and upload of loan-level data (LLD). It allows issuers to pre-screen and analyse LLD files and upload them directly to European DataWarehouse.


European DataWarehouse (ED) has options for seamless data integration, including an Application Programming Interface (API) and a Secure FTP (SFTP) option.

Our API and SFTP services allow originators, data sponsors and SSPEs to seamlessly integrate their processes into the ED database.

Data Toolkit

European DataWarehouse’s (ED) Data Toolkit is a free desktop software application that supports the preparation and submission of ABS loan-level data in compliance with the ECB eligibility criteria requirements.

Latest Research Articles

Explanatory Report |


ABS SME Data: The Big Picture

In this report, we provide a general overview of the SME data available in our database, which includes the loan
level data (LLD) of all the public securitisations used for ECB repo collateral from 2013-Q3 to 2018-Q4. Accompanying Excel files are available for purchase.

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Third Party Research |


Bank of Spain Financial Stability Report

Third Party Research |


Sjoerd Van Bekkum, Marc Gabarro, and Rustom M. Irani: Does a Larger Menu Increase Appetite? Collateral Eligibility and Credit Supply

Special Report |


The European ABS Market and its Development

Explanatory Report |


Explanatory Report on Calculated LTVs

It is used in financial regulation, rating agency methodologies, and bank credit policy. Rating agencies use it to determine mortgage Default Probability (DP) and Loss Given Default (LGD). The LTV is typically used at loan origination, and for ongoing credit risk monitoring, to assess the amount of equity a borrower has in their property.

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Special Report |


Gap Analysis Between the ECB ABS Loan-Level Data Templates and the Draft Templates Proposed by ESMA on 22 August 2018

Third Party Research |


European Mortgage Federation (HYPOSTAT 2018): Monitoring the Current LTV

Index Report |


ED Spanish RMBS Index (pdf)

It uses the same methodology as our Spanish SME Index which was first published in 2016 and has been updated quarterly since.1 It will therefore differ from existing indices, in that it will group the data based on loan-specific rather than deal-specific characteristics (by loan vintage, loan-to-value, region etc.). It will also contain standardised stratification tables and performance measures for our active deals, making benchmarking easier.

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Deal Spotlight |


Paragon Mortgages (No.25) PLC (PCD: 17.04.2018)

These reports put the loan portfolio in direct comparison with similar deals and market aggregates.

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Third Party Research |


Assiom Forex: Il Nuovo Quadro Normativo Del Regolamento (EU) 2017/2042


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