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 […]
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 […]
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 […]
Six Months into DORA: How Regulatory Obligations Support Operational Resilience
The Digital Operational Resilience Act (DORA) is an EU regulation that entered into force on 16 January 2023 and began to apply on 17 January 2025. For the first time, all provisions addressing digital risk in the financial sector are set out in a single, consistent legislative framework. This closes gaps, removes inconsistencies, and introduces […]
Leveraging CDR Indices for Benchmarking Purposes
The Constant Default Rate (CDR), the annualised periodic default rate of a securitisation, is a typical input in ABS cash flow models. Cash flow model users may need a CDR Index to conduct plausibility checks and compare CDR assumptions vs actual observed CDRs. CDRs ARE AVAILABLE IN ESMA-FORMAT INVESTOR REPORTS CDRs are provided in the […]
Everything You Need to Know About EBA’s Proposal for a Voluntary EU Green Loan Label
On 15 December 2023 the European Banking Authority published its response to the European Commission’s call for advice on green loans and mortgages. The response includes both an opinion and a report containing more detailed advice. In its response the EBA proposes the introduction of a voluntary EU label for green loans based on a […]