30 Sep 2016

Securitisation Data Snapshot: Q3 2016

 Highlights

  • In Q3 2016, EUR 40.2 billion of securitised product was issued in Europe1, a decrease of 46.4% from Q2 2016 (EUR 75.0 bn) and a decrease of 30.2% from Q3 2015 (EUR 57.6 bn)2
  • Of this, EUR 16.0 billion was placed, representing 39.8%, compared to EUR 29.3 billion placed in Q2 2016 (representing 39.1% of 75.0 EUR bn) and EUR 18.6 billion placed in Q3 2015 (representing 32.3% of 57.6 EUR bn)
  • In Q3 2016, UK RMBS led placed totals followed by Pan European CLOs and Dutch RMBS:
    • UK RMBS decreased from 11.6 EUR bn in Q2 2016 to 3.7 EUR bn in Q3 2016;
    • Pan European CLOs decreased from 4.6 EUR bn in Q2 2016 to 3.4 EUR bn in Q3 2016;
    • Dutch RMBS increased from 1.0 EUR bn in Q2 2016 to 2.9 EUR bn in Q3 2016.