ECB-ESMA Reporting Overlap Helps Data Interpretation
As a result of regulatory changes , EDW data is available on three different databases (ECB, ESMA and FCA) using two reporting formats. This can make time-series-type work challenging. Indeed, our original ECB database uses the ECB reporting format and hosts historical data from 2013 onward, whereas recent uploads are mostly in our ESMA database […]
Are Variable Interest Rates Driving Up Mortgage Delinquencies?
Since Q1 2022, 60-90 days mortgage delinquency rates have been stable in some countries and increasing in others (Exhibit 1). This early delinquency trend indicator increased the most in countries where variable-rate mortgages are commonly used, suggesting that interest rate type has become a key determinant of loan performance in the context of increasing interest […]
WHY ESG MATTERS TO EUROPEAN DATAWAREHOUSE
Created in response to the 2008 global financial crisis, EDW has contributed to economic growth and social value creation by supporting the development of capital markets and promoting the circulation of safe credit. It has done so by increasing transparency in the securitisation market by processing, verifying, and disseminating loan-by-loan information to facilitate the risk […]
EDW’s Latest Brochures Available for Download
Climate change and resource scarcity impact all of us today, and even more importantly, the world we leave to future generations. Our environmental policies reflect our desire as well as our commitment to create a more sustainable economy. As such, we avoid unnecessary waste by minimising the production of marketing brochures and instead encourage the […]
The EU Green Bond Standard Regulation at a Glance
At the beginning of May 2023 the final consolidated text of the EU Green Bond Standard Regulation (EU GBS) was published, following the provisional agreement reached between the European Parliament and the Council of the European Union on 28 February. To address the challenge of diverging rules on the disclosure of information, on the transparency […]
Understanding EDW’s Loan Identifier Reoccurrence Score
Following EDW’s recent Q1 Research Update Webinar, in which the topic of loan ID consistency was discussed, the company is pleased to publish its Loan Identifier Reoccurrence Report. The excel report lists Reoccurrence Scores for the loan IDs, borrower IDs, and property IDs for all public securitisation EDCODES using ECB reporting until Q4 2022. LOAN […]
European Benchmarking Exercise for Private Securitisations Now Covers One Complete Year
European DataWarehouse (EDW), in partnership with TSI and AFME, has co-authored a report as part of the European Benchmark Exercise on private securitisations. In particular, EDW has collected and aggregated confidential data on private securitisations provided for this specific purpose by 12 European banks. This is the third report following the inaugural issue featuring data […]
Promising Developments in EU Sustainable Finance Market
As sustainable finance gains importance in the EU, policy makers are working tirelessly to establish standards and frameworks that will stimulate green investments and reduce the risks associated with greenwashing. On 28 February 2023, the trilogue negotiations between the European Parliament, the Council of the European Union and the European Commission concluded with a provisional […]
EDW Time Series Now Covers Ten Years
Over the last ten years, European DataWarehouse has collected, verified and provided data for almost all European public securitisations. As of 2022-Q4, the outstanding amount of public ABS loans reported to our database stood close to EUR 800 billion. Our Data Availability Report (an Excel document) contains an inventory of the public deals and periods […]
EBA Seeks Input From Credit Institutions on Green Loans and Mortgages
On 13 February 2023, the European Banking Authority (EBA) launched an industry survey to receive input from credit institutions on their green loans and mortgages as well as market practices related to these loans. The survey is targeted at credit institutions and aims to collect both quantitative and qualitative information that EBA can use to […]