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  • ESG
Green Auto Securitisation Advocates Specific Measures for the Reduction of Vehicle Emissions

The Green Auto Securitisation (GAS) initiative welcomes President Ursula von der Leyen’s recent statement on the Strategic Dialogue on the Future of the Automotive Industry. The statement takes a balanced

  • Securitisation Regulation
ESMA Publishes Consultation Paper on the Revision of the Disclosure Framework for Private Securitisation

European DataWarehouse (EDW) welcomes the simplification proposal for private ABCP and non-ABCP reporting by the European Securities and Markets Authority (ESMA). The consultation on the revision of the disclosure framework

  • Data in Use
Data Deep Dive: EDW’s Public Securitisations Data Now Totals Nearly €835 Billion

As of Q2 2024, the outstanding amount of loans uploaded to EDW totalled almost €835 billion from 12 European countries. This value is down from a historical high of nearly

  • Securitisation Regulation
The Draghi Report: What “The Future of European Competitiveness” Means for Securitisation

On 9 September 2024 the report “The Future of European Competitiveness” was issued. The European Commission tasked Mario Draghi to prepare a report of his personal vision on the future

  • ESG
Significant Changes to the CO₂ labelling Ordinance for Cars in Germany

The new Car Energy Consumption Labelling Ordinance came into force on 23 February 2024, drastically changing the energy performance labels assigned to cars, and has been mandatory since 1 May.

  • Data in Use
Revisiting “The Babel Tower Of EPC Ratings”: Updated Thresholds Across Europe

In 2020, European DataWarehouse (EDW) published “The Babel Tower of Energy Performance and Certificate Ratings in Europe”. This article contained a table comparing the Energy Performance Certificate (EPC) rating thresholds

  • Securitisation Regulation
EBA Publishes Guidelines on STS Criteria for On-Balance-Sheet Securitisations

The European Banking Authority (EBA) published its Final Report on the Guidelines on STS criteria for on-balance-sheet securitisation and amending Guidelines EBA/GL/2018/08 and EBA/GL/2018/09 on the STS criteria for ABCP

  • Securitisation Regulation
The new UK Securitisation Regulation Framework comes into effect on 1 November 2024

At the end of April 2024, HM Treasury published its Draft Securitisation (Amendment) Regulations 2024 (the ‘Amending SI’) setting out changes to the existing statutory instrument from 29 January 2024,

  • ESG
A Year in Review: EDW Continues its Efforts on the Green Auto Securitisation Project

After more than a year since the kick-off of the Green Auto Securitisation (GAS) project, European DataWarehouse (EDW) is taking stock of the advancements made in assessing the sustainability of

  • Company Bulletin
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

  • Company Bulletin
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

  • Company Bulletin
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

  • Company Bulletin
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

  • Company Bulletin
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

  • ESG
Estimating CO2 Emissions in European Securitisations

As project partner of the Green Auto Securitisation (GAS) initiative, European DataWarehouse (EDW) provides the Leibniz Institute for Financial Research SAFE in Frankfurt with enhanced loan-level data to enable research