EURO CLO Exposure - Q2 2024
This paper provides an overview of top current Industry, Country and Issuer exposures in European CLOs as of the end of Q2 2024.
EURO CLO Exposure - Q2 2024
This paper provides an overview of top current Industry, Country and Issuer exposures in European CLOs as of the end of Q2 2024.
European RMBS-ABS Collateral - Q2 2024
This paper provides an overview of the average annualized Constant Prepayment Rate (CPR) and Constant Default Rate (CDR) in Europe on a quarterly basis for the past year for various ABS and RMBS asset types across seven European countries.
European RMBS-ABS Collateral - Q2 2024
This paper provides an overview of the average annualized Constant Prepayment Rate (CPR) and Constant Default Rate (CDR) in Europe on a quarterly basis for the past year for various ABS and RMBS asset types across seven European countries.
UK RMBS — 2024 Outlook
This paper provides the current performance forecast for UK RMBS using Moody’s proprietary macroeconomic scenarios and credit models to generate the deals’ cash flow projections.
UK RMBS — 2024 Outlook
This paper provides the current performance forecast for UK RMBS using Moody’s proprietary macroeconomic scenarios and credit models to generate the deals’ cash flow projections.
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Introducing the Auto ABS Performance Tracker for Australian Transactions
The Australian Securitisation Forum has released an Auto ABS (asset-backed securities) Performance Tracker designed specifically for Australian transactions. Developed by Moody’s, the tracker leverages data analysis to provide insight into the credit performance of ABS in the Australian market where the collateral is passenger and light commercial vehicles.
Introducing the Auto ABS Performance Tracker for Australian Transactions
The Australian Securitisation Forum has released an Auto ABS (asset-backed securities) Performance Tracker designed specifically for Australian transactions. Developed by Moody’s, the tracker leverages data analysis to provide insight into the credit performance of ABS in the Australian market where the collateral is passenger and light commercial vehicles.
Moody's European CLO Conference 2024
Our inaugural European CLO Conference took place on 1 February 2024, in London, bringing together over 100 industry professionals. Arrangers, collateral managers, and investors gathered for an afternoon of insightful market-focused panels.
Moody's European CLO Conference 2024
Our inaugural European CLO Conference took place on 1 February 2024, in London, bringing together over 100 industry professionals. Arrangers, collateral managers, and investors gathered for an afternoon of insightful market-focused panels.
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WeWork CMBS Exposure Update
Given WeWork’s recent financial challenges, we revisited the company’s exposure to current and prior CMBS deals. Since 2013, WeWork has been included as a loan in CMBS deals. Its exposure as a tenant in CMBS deals increased through 2019, then decreased until 2021 which had exposure to WeWork through the $505M SASB deal VASA 2021-VASA.
WeWork CMBS Exposure Update
Given WeWork’s recent financial challenges, we revisited the company’s exposure to current and prior CMBS deals. Since 2013, WeWork has been included as a loan in CMBS deals. Its exposure as a tenant in CMBS deals increased through 2019, then decreased until 2021 which had exposure to WeWork through the $505M SASB deal VASA 2021-VASA.
Analysis of Tranche Maturity calculation methods for the Securitization External Rating Based Approach (SEC-ERBA)
The European Banking Authority (EBA) Guidelines detail the appropriate methods of determination of the regulatory capital pertaining to securitization outlined in the Basel Ill regulation. Among the requirements the setting of regulatory capital floors (RCFs) focuses on tackling systemic liquidity risks through a hierarchy of approaches.
Analysis of Tranche Maturity calculation methods for the Securitization External Rating Based Approach (SEC-ERBA)
The European Banking Authority (EBA) Guidelines detail the appropriate methods of determination of the regulatory capital pertaining to securitization outlined in the Basel Ill regulation. Among the requirements the setting of regulatory capital floors (RCFs) focuses on tackling systemic liquidity risks through a hierarchy of approaches.
Quarterly European RMBS/ABS Analysis – Q1 2023
This paper provides an overview of the average CPR and CDR in Europe on a quarterly basis for the past year for various ABS and RMBS asset types across seven European countries.
Quarterly European RMBS/ABS Analysis – Q1 2023
This paper provides an overview of the average CPR and CDR in Europe on a quarterly basis for the past year for various ABS and RMBS asset types across seven European countries.
Quarterly EURO CLO Loan Exposure Analysis – April 2023
This paper provides an overview of top current Industry, Country and Issuer exposures in European CLOs as of April 2023.
Quarterly EURO CLO Loan Exposure Analysis – April 2023
This paper provides an overview of top current Industry, Country and Issuer exposures in European CLOs as of April 2023.