27 Jan 2017

AFME Securitisation Data Snapshot: Q4 2016

  • In Q4 2016, EUR 59.0 billion of securitised product was issued in Europe, an increase of 26.9% from Q3 2016 (EUR 46.5 bn) and a decrease of 19.0% from Q4 2015 (EUR 72.8 bn)
  • Of this, EUR 31.1 billion was placed, representing 52.7%, compared to EUR 21.5 billion placed in Q3 2016 (representing 46.2% of 46.5 EUR bn) and EUR 15.7 billion placed in Q4 2015 (representing 21.6% of 72.8 EUR bn)
  • In Q4 2016, Pan European CLOs led placed totals followed by UK RMBS and UK Auto ABS:
    - Pan European CLOs increased from 4.6 EUR bn in Q3 2016 to 9.2 EUR bn in Q4 2016;
    - UK RMBS increased from 4.1 EUR bn in Q3 2016 to 5.6 EUR bn in Q4 2016;
    - UK Auto ABS increased from 0 EUR bn in Q3 2016 to 2.9 EUR bn in Q4 2016.