EDW Publication Inventory – Showcasing Loan-Level Insight Beyond the Field of Securitisation
With over a decade of service to Europe’s securitisation market under its belt, European DataWarehouse has collected over three billion loan records across all asset classes since its inception in 2012. Within those loan records lies a wealth of insight used predominantly in the asset-backed securities market for risk assessment and cash-flow modelling purposes. But, […]
The European Banking Authority publishes Final Templates on the One-off Fit-for-55 Climate Risk Scenario Analysis
On 17 November 2023, the European Banking Authority (EBA) published the final templates that will be used to collect climate-related data from EU banks in the context of the one-off Fit-for-55 climate risk scenario analysis. The One-off Fit-for-55 climate risk scenario analysis is part of EBA’s Climate Stress Testing task. Its purpose is to assess […]
ABS Structuring: How EDW Can Provide Support Throughout the Life of a Transaction
The Asset-Backed Securities structuring process is a multifaceted and complex procedure with various activities, often occurring in parallel. Many different counterparties are engaged, and much information and data must be exchanged among the involved parties. EDW offers various services and activities that facilitate efficient handling of the ABS securitisation structuring process. EDW’s involvement in securitisation […]
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 […]
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 […]
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 […]
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 […]
What it takes to have the “Best Data Quality” of the Year (and Decade)
European DataWarehouse launched its inaugural data quality award at the company’s 10-year anniversary celebration in November. This year EDW presented two awards; one for Data Quality of the Decade (2012-2022), awarded to Europea de Titulización S.A. (EDT) and one for Best Data Quality – Deal of the Year (2021-2022), which was awarded to Intesa San […]
European Commission Report on the Review of the Securitisation Regulation
On 10 October 2022, the European Commission (EC) published a report on the review of the Securitisation Regulation, based on their findings from a consultation with the industry and input from supervisory authorities. European DataWarehouse, as an ESMA-registered securitisation repository, submitted a response to the consultation, providing feedback on the topics of private securitisations, due […]