Unlocking the Value in European DataWarehouse’s All-in-One (AIO) Database for European Securitisation Data
Earlier this year, European DataWarehouse (EDW) published the methodology for its All-in-One (AIO) Database, describing how it integrates and standardises European securitisation data from ECB, ESMA, and FCA databases. The methodology, which includes data to Q4 2025 and is subject to possible future updates, explains how the AIO preserves long-term time series across six main […]
Debunking Urban Legends: Hosting Private Securitisations in a Repository
European, DataWarehouse (EDW) aims to maintain a neutral position regarding any proposed changes to the transparency regime, particularly those relating to private securitisations.
What European DataWarehouse RMBS Indices Tell Us About European Mortgages in Q4 2025
According to European DataWarehouse’s (EDW) updated Q4 2025 RMBS Index, RMBS delinquency levels across most European countries currently sit close to 10-year lows, with the main exception being the UK. The index also shows that short-term delinquencies reacted sharply to past crises, while longer-term arrears proved more resilient, particularly during the COVID-19 pandemic. Thanks to […]
Key Takeaways from EDW’s New Report on AI in Securitisation
AI is rapidly becoming a powerful enabler across financial markets, and securitisation is no exception. As the industry continues to evolve in response to regulatory shifts, data complexity, and investor demand for transparency, AI offers new ways to analyse risk, enhance efficiency, and unlock deeper insights from data. In our latest report, “The Use of […]
Attachment Points in Focus: Insights from EDW Data
The recent proposal by the EU Commission to reform the EU securitisation framework introduced the concept of ‘resilient’ securitisation positions. Resilient securitisation positions are senior positions with a robust loss absorbing capacity for the senior positions. The proposal mentions attachment points as a possible eligibility criterion to define resilient securitisations. The aim of the European […]
Key Takeaways From the ECB’s Opinion on Proposed Revisions to the EU Securitisation Regulation
On 11 November 2025, the European Central Bank issued a detailed Opinion on the proposed amendments to the EU Securitisation Regulation (Regulation (EU) 2017/2402), as well as related changes to the CRR (Capital Requirements Regulation) and liquidity rules. Against a backdrop of regulatory recalibration, financial stability concerns, and evolving market dynamics, the ECB’s observations provide […]
Key Insights from a Market in Transition: EDW & LSEG Yield Book Hold Third Annual UK Securitisation Summit
EDW & LSEG were pleased to welcome industry leaders, investors, issuers, and advisors to London Stock Exchange for this year’s UK Securitisation Summit for an afternoon of forward-looking discussion, expert analysis, and high-value networking. Against a backdrop of shifting geopolitics, evolving regulation, and accelerating technological change, the event featured four expert panel discussions that examined […]
Auto ABS in Focus: Comparing Loans vs Leases and Captives vs Non-Captives
During European DataWarehouse’s 2025 Q3 Research Update Webinar, the differences between auto ABS portfolios of loans vs leases, and assets originated by captives versus non-captives were discussed. Several charts were published to demonstrate the prevalence of the various categories of deals across countries and to explore whether any differences in performance could be observed. The […]
5 Benefits of Using a Securitisation Repository for Private Securitisations
PRIVATE, BUT NOT UNSTRUCTURED Whilst private securitisations are still exempt from many of the regulatory transparency requirements that apply to public transactions, there is a growing trend amongst issuers to disseminate transaction and other relevant deal documentation to investors in a structured format via a securitisation repository. For investors, this added layer of structure supports […]
EDW Releases Position Paper on the EU’s Proposals to Revise the Reporting Framework
On 17 June 2025, the European Commission published a legislative package designed to revive the EU securitisation market by making the regulatory framework simpler and more conducive to growth. EDW welcomes the Commission’s intent to streamline disclosure requirements, while underlining the need to protect confidentiality and data security as well as avoid unnecessary operational burdens, […]