1 Feb 2016

Securitisation Data Snapshot: Q4 2015

In Q4 2015, EUR 71.4 billion of securitised product was issued in Europe1, an increase of 25.0% from Q3 2015 (EUR 57.1 bn) and an increase of 19.4% from Q4 2014 (EUR 59.8 bn)2

Of this, EUR 15.5 billion was placed, representing 21.7%, compared to EUR 18.1 billion placed in Q3 2015 (representing 31.7% of 57.1 EUR bn) and EUR 24.3 billion placed in Q4 2014 (representing 40.6% of 59.8 EUR bn)

In Q4 2015, UK RMBS led placed totals followed by Pan European CLOs and German Auto:

  • UK RMBS increased from 3.8 EUR bn in Q3 2015 to 6.1 EUR bn in Q4 2015;
  • Pan European CLOs increased from 2.5 EUR bn in Q3 2015 to 3.5 EUR bn in Q4 2015;
  • German Auto ABS decreased from 2.2 EUR bn in Q3 2015 to 1.6 EUR bn in Q4 2015.