Securitisation Data Snapshot: Q1 2020 | AFME

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Securitisation Data Snapshot: Q1 2020
06 May 2020
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Julio Suarez Director

AFME is pleased to circulate the European Securitisation Data Snapshot for Q1 2020.


Key highlights:
Q1 2020 European Issuance

  • In Q1 2020, EUR 30.1 bn of securitised product was issued in Europe, a decrease of 61.7% from Q4 2019 (EUR 78.6 bn) and a decrease of 2.3% from Q1 2019 (EUR 30.8 bn)
  • Of this, EUR 21.4 bn was placed, representing 71.1% of the total, compared to EUR 36.2 bn placed in Q4 2019 (representing 46.1% of EUR 78.6 bn) and EUR 19.5 bn placed in Q1 2019 (representing 63.3% of EUR 30.8 bn)
  • In Q1 2020, UK Residential Mortgage-Backed Securities (RMBS) led placed totals followed by Pan-European CLOs and Dutch RMBS.

o    UK RMBS increased from EUR 6.6 bn in Q4 2019 to EUR 7.3 bn in Q1 2020
o    Pan-European CLOs decreased from EUR 8.5 in Q4 2019 to EUR 5.4 bn in Q1 2020
o    Dutch RMBS increased from EUR 0.7 bn in Q4 2019 to EUR 1.9 bn in Q1 2020