21 Jul 2016

Securitisation Data Snapshot: Q2 2016

In Q2 2016, EUR 74.5 billion of securitised product was issued in Europe1, an increase of 30.9% from Q1 2016 (EUR 56.9 bn) and an increase of 49.3% from Q2 2015 (EUR 49.9 bn)2

Of  this, EUR 29.1 billion was placed, representing 39.1%, compared to EUR 14.3 billion placed in Q1 2016 (representing 25.1% of 56.9 EUR bn) and EUR 28.4 billion placed in Q2 2015 (representing 56.9% of 49.9 EUR bn)

In Q2 2016, UK RMBS led placed totals followed by German Auto ABS and Pan European CLOs:

  • UK RMBS increased from 5.8 EUR bn in Q1 2016 to 11.6 EUR bn in Q2 2016;
  • German Auto ABS increased from 0.65 EUR bn in Q1 2016 to 4.6 EUR bn in Q2 2016;
  • Pan European CLOs increased from 2.6 EUR bn in Q1 2016 to 4.6 EUR bn in Q2 2016.