Market Coverage Insights for March 2022
Gain valuable insights into internal use data regarding market coverage for March 2022, including dataset composition, deal breakdown by vintages, and analysis of ABS transactions. Explore information on RMBS and auto deals, loan counts, and active transactions across various countries.
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Information Classification: Internal Use ABS MARKET COVERAGE MARCH 2022
Information Classification: Internal Use 28 F E B 2022 DATASET COMPOSITION AS OF M onthly D eal C reation* (no. of deals) 25 SME 20 RMB 15 LES 10 CRE 5 CMR 0 01 01 02 02 03 03 04 04 05 05 06 06 07 07 08 08 09 09 10 10 11 11 12 12 AUT 2021 2022 2021 2022 2021 2022 2021 2022 2021 2022 2021 2022 2021 2022 2021 2022 2021 2022 2021 2022 2021 2022 2021 2022 B reakdown by V intages* (no. of deals) 140 SME 120 100 RMB 80 LES 60 CRE 40 CMR 20 AUT 0 99 00 01 02 03 04 05 06 07 08 09 10 11 12 13 14 15 16 17 18 19 20 21 22 Source: European DataWarehouse
Information Classification: Internal Use 28 F E B 2022 DATASET COMPOSITION AS OF E D A B S T ransactio ns (no . o f deals) 0 50 100 150 200 250 300 350 400 450 ES IT NL DE FR UK PT IE BE SE AUT CMR CRE LES RMB SME E D A ctive A B S T ransactio ns 0 50 100 150 200 250 ES IT NL DE FR UK PT IE BE GR AUT CMR CRE LES RMB SME 1 Austria, Sweden, Norway, Finland and Luxembourg are not included in the chart
Information Classification: Internal Use RMBS A total of RMBS Deals & mn loans or loan parts 782 16.59 LOANS OR LOAN PARTS DEALS NETHERLANDS SPAIN NETHERLANDS FRANCE ITALY SPAIN UK ITALY PORTUGAL UK IRELAND BELGIUM FRANCE GERMANY BELGIUM PORTUGAL GERMANY IRELAND GREECE SWEDEN SWEDEN GREECE NORWAY 0 1000 2000 3000 4000 0 50 100 150 200 The loan count calculation is based on the total number of loans reported in the latest submission only for each transaction. All amounts in 000s (k)
Information Classification: Internal Use AUTO A total of AUTO Deals & mn loans or loan parts 304 18.83 DEALS LOANS OR LOAN PARTS GERMANY GERMANY FRANCE FRANCE ITALY SPAIN UK UK ITALY SPAIN FINLAND PORTUGAL NORWAY NETHERLANDS NETHERLANDS FINLAND PORTUGAL NORWAY AUSTRIA AUSTRIA IRELAND IRELAND BELGIUM MULTICOUNTRY MULTICOUNTRY BELGIUM 0 50 100 150 0 2000 4000 6000 8000 The loan count calculation is based on the total number of loans reported in the latest submission only for each transaction. All amounts in 000s (k)
Information Classification: Internal Use SME A total of SME Deals & mn loans or loan parts 209 2.39 DEALS LOANS OR LOAN PARTS SPAIN SPAIN ITALY ITALY FRANCE FRANCE BELGIUM PORTUGAL GERMANY GERMANY PORTUGAL MULTICOUNTRY NETHERLANDS BELGIUM LUXEMBOURG NETHERLANDS MULTICOUNTRY LUXEMBOURG 0 200 400 600 800 0 20 40 60 80 100 The loan count calculation is based on the total number of loans reported in the latest submission only for each transaction. All amounts in 000s (k)
Information Classification: Internal Use CONSUMER A total of Consumer Deals & mn loans or loan parts 150 33.83 DEALS LOANS OR LOAN PARTS ITALY ITALY SPAIN SPAIN FRANCE FRANCE GERMANY GERMANY NETHERLANDS NETHERLANDS PORTUGAL PORTUGAL MULTICOUNTRY MULTICOUNTRY 0 10 20 30 40 50 60 70 0 5000 10000 15000 The loan count calculation is based on the total number of loans reported in the latest submission only for each transaction. All amounts in 000s (k)
Information Classification: Internal Use LEASING A total of Leasing Deals & mn loans or loan parts 0.66 54 LOANS OR LOAN PARTS DEALS ITALY ITALY GERMANY GERMANY SPAIN SPAIN UK UK PORTUGAL PORTUGAL SWEDEN SWEDEN 0 10 20 30 40 0 100 200 300 400 500 The loan count calculation is based on the total number of loans reported in the latest submission only for each transaction. All amounts in 000s (k)
Information Classification: Internal Use CREDIT CARD A total of Credit Card Deals & mn loans or loan parts 14 19.21 DEALS LOANS OR LOAN PARTS FRANCE UK SPAIN FRANCE UK SPAIN IRELAND BELGIUM BELGIUM IRELAND PORTUGAL PORTUGAL 0 1 2 3 4 5 0 2000 4000 6000 8000 10000 12000 The loan count calculation is based on the total number of loans reported in the latest submission only for each transaction. All amounts in 000s (k)
Information Classification: Internal Use CMBS A total of CMBS Deals & Loans or loan parts 5 12 DEALS LOANS Italy Ireland Ireland Germany Netherlands Multicountry France France Germany Italy Belgium 0 1 2 3 4 5 0 0.5 1 The loan count calculation is based on the total number of loans reported in the latest submission only for each transaction. All amounts in 000s (k)
Information Classification: Internal Use LATEST DEALS The below list includes some of the latest public deals available in our database as of 25 MARCH Country of Securitised Assets Asset Class Deal Size (in M) Deal Name Data Owner France ELIDE II 2021-01 RMB BRED BANQUE POPULAIRE 2920 Germany Globaldrive Auto Receivables 2021-A B.V. AUT Ford Bank GmbH 546.5 Italy IHC 1908 S.R.L. OTH IHC 1908 S.R.L. 197 Netherlands Dutch Property Finance 2021-1 B.V. RMB RNHB B.V. 523 Netherlands Green STORM 2021 B.V. RMB Obvion N.V. 526.4 Spain BBVA CONSUMO 11 FT CMR EUROPEA DE TITULIZACION S.A. S.G.F.T. 2500 United Kingdom Wilmington Cards 2021-1 plc CRE UniCredit Bank AG 4300 (GBP) Retiro Mortgage Securities Designated Activity Company Phoenix Funding 7 Designated Activity Company Retiro Mortgage Securities Designated Activity Company Spain MIX 500 Ireland RMB KBC Bank Ireland plc 5880 Multi Country BL Consumer Credit 2021 CMR Buy Way Personal Finance 338 United Kingdom Bumper UK 2021-1 AUT LeasePlan Corporation N.V. 500 (GBP) France FCT LAFAYETTE 2021 SME BNP Paribas 2000
Information Classification: Internal Use COVERED BONDS A total of 4 Covered Bonds have been uploaded to European DataWarehouse BPER OBG1 BPER OBG2 UNICREDIT OBG S.R.L. UNICREDIT BPC MORTGAGE S.R.L. Data Owner: BPER Banca S.p.A. Data Owner: BPER Banca S.p.A. Data Owner: UniCredit S.p.a. Data Owner: UniCredit S.p.a. EDW Code: EDW Code: EDW Code: EDW Code: CBOMIT000103100420115 CBOSIT000061101420129 CBOSIT000061101520084 CBOMIT000103100620151 Vintage: 2011 Vintage: 2012 Vintage: 2008 Vintage: 2015 Country: Italy Country: Italy Country: Italy Country: Italy Original Deal Size (in millions): 7000.0 Original Deal Size (in millions): 25000.0 Original Deal Size (in millions): 35000.0 Original Deal Size (in millions): 5000.0
Information Classification: Internal Use NPLS PRESENT IN SME LOAN-LEVEL DATA CUMULATIVE NUMBER OF LOANS DEFAULTED AND 90 DAYS IN ARREARS FOR SME UP TO THE PCD OF 30 JUNE 2021 Account Status ever in Default or Arrears ever 90 days or above Total Account Status ever in Default Country Deals Loans Borrowers Loans Borrowers Loans 98 64 16 10 6 4 198 1,516,430 1,099,685 5,446,411 199,355 884,627 51,252 9,197,760 84,547 62,718 5,026 9,886 10,911 2,752 175,840 93,668 72,440 5,811 11,180 16,528 3,680 203,307 63,715 35,299 2,624 8,386 7,471 2,707 120,202 71,119 40,695 3,055 9,605 11,827 3,621 139,922 ES IT FR PT BE NL Total Note: Account Status of Default is according to the European Central Bank (ECB) taxonomy: when "Default or Foreclosure on the loan per the transaction definition" (AS121) is indicated as "Y" 90 Days in Arrears is according to the European Central Bank (ECB) taxonomy when "Number of Days in Interest Arrears" (AS116) or "Number of Days in Principal Arrears" (AS118) is greater than or equal to 90
Information Classification: Internal Use NPLS PRESENT IN RMBS LOAN-LEVEL DATA DATE OF 30 JUNE 2021 CUMULATIVE NUMBER OF LOANS DEFAULTED AND 90 DAYS IN ARREARS FOR RMBS UP TO THE POOL CUT OFF Account Status ever in Default or Arrears ever 90 days or above Total Account Status ever in Default Country ES NL IT PT UK FR IE BE Total Deals 216 195 145 42 54 44 49 21 766 Loans 2,588,636 6,430,419 2,479,574 861,375 3,497,002 6,618,432 540,805 2,083,638 25,099,881 Borrowers 151,884 43,000 128,392 40,018 58,185 51,247 59,313 20,677 552,716 Loans 158,865 79,593 152,753 53,011 69,952 54,493 62,474 26,446 657,587 Borrowers 85,847 32,837 73,391 28,373 6,260 23,386 10,889 11,645 272,628 Loans 90,313 47,465 85,075 33,233 8,490 25,393 12,622 13,438 316,029 Note: Account Status of Default is according to the European Central Bank (ECB) taxonomy when "Default or Foreclosure on the loan per the transaction definition" (AS121) is indicated as "Y" 90 Days in Arrears is according to the European Central Bank (ECB) taxonomy when "Number of Days in Interest Arrears" (AS116) or "Number of Days in Principal Arrears" (AS118) is greater than or equal to 90
Information Classification: Internal Use THANK YOU // CONTACT US EUROPEAN DATAWAREHOUSE GMBH Walther-von-Cronberg-Platz 2 60594 Frankfurt am Main www.eurodw.eu enquiries@eurodw.eu +49 (0) 69 50986 9017 15
