13 Oct 2017

Securitisation Data Snapshot: Q3 2017

AFME is pleased to circulate the Securitisation Data Snapshot for Q3 2017

Key highlights:

  • In Q3 2017, EUR 48.1 bn of securitised product was issued in Europe, a decrease of 34% from Q2 2017 (EUR 72.4 bn) and an increase of 3% from Q3 2016 (EUR 46.5 bn)

  • Of this, EUR 22.9 bn was placed, representing 48% of the total, compared to EUR 39.6 bn placed in Q2 2017 (representing 55% of 72.4 EUR bn) and EUR 21.5 bn placed in Q3 2016 (representing 46% of 46.5 EUR bn)

  • In Q3 2017, Pan European CLOs led placed totals followed by UK RMBS and Dutch RMBS:

    - Pan European CLOs decreased from 14.0 EUR bn in Q2 2017 to 10.4 EUR bn in Q3 2017
    - UK RMBS decreased from 17.3 EUR bn in Q2 2017 to 4.0 EUR bn in Q3 2017
    - Dutch RMBS increased from 2.2 EUR bn in Q2 2017 to 2.6 EUR bn in Q3 2017