Data Availability Report Q1 2019

Our database hosts the loan-level data (LLD) of all public deals used for ECB repo collateral, as well as data for private securitisations. The following report describes the evolution of our data availability for public active securitisations from Q4 2013 to Q1 2019.

Our database hosts the loan-level data (LLD) of all public securitisations used for ECB repo collateral. This report describes the evolution of data availability for our active loans from Q4 2013 to Q1 2019. It follows the publication of “ABS SME Data: The Big Picture”, and shows time series about all the active loans of the public deals reporting to our database, to help data users interested in time series to assess data availability. The methodology is discussed in Appendix 1. An Excel appendix available on our website features all the exhibits of this report as well as more detailed information. In particular, it shows the time series available for all the deals included in this report; we have time series data for more than four years for 440 deals (mostly RMBS deals) and for 300 of these deals we have time series for 5 years or more.

To read the complete report, click “Download Complete report” below.

European DataWarehouse GmbH’s research team produces a number of annual indices and special research reports to highlight current trends in European the asset-backed security (ABS) market. The data set includes more than 2.5 billion loan-level data points from commercial mortgage-backed securities (CMBS), residential mortgage-backed securities (RMBS), small business loans, auto loans, consumer finance, credit cards and other ABS transactions.

Users can access the data on the ABS platform with European DataWarehouse’s cloud-based solutions EDITOR and EDVANCE, or a standard API interface, and analyse and compare underlying portfolios.

Data used in this research is uploaded by ABS issuers to comply with European Securities and Markets Authority (ESMA) and European Central Bank (ECB) regulatory requirements for asset-backed securitisation transactions, as well as Bank of England loan level data requirements.

For custom research reports or information on how to access the loan-level data yourself, please contact us at Furthermore, if you have conducted research with our ABS data and would like us to feature it, please email us.