The ESF is pleased to announce the publication of a new and much expanded Securitisation Data Report. This publication is the first publicly available report that consolidates relevant aggregated European and US data for the securitisation markets. The report data is also available for download in Excel format, accessible via the 'downloadable data' button on the report's cover page.
Download the report in pdf format:
The report contains data on:
Term securitisation (ABS, CMBS, RMBS, CDOs): | |
- Issuance activity (by country of collateral, type of collateral and rating);
- Securitisation issuance by deal size;
- Balances outstanding (as above for issuance);
- Rating changes by country of collateral and collateral type;
| - Credit spread changes;
- Changes in credit prices;
- Indices data;
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Asset-backed commercial paper: | In addition: | |
- Historical Issuance;
- Issuance by issuer nationality and by programme type;
- Volumes outstanding by issuer nationality and by programme type;
- Spread changes;
- Primary distribution pattern by investor type and investor location.
| - Global comparative issuance data;
- Securitisation market highlights and commentary;
- Methodological summary for the statistical data presented.
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All ESF Securitisation Data Reports are in pdf format. Please download Adobe Reader here.
Archived Data Reports
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