ABS Flunks EBA Liquidity Tests, But Bankers Question Methodology

The European securitization market’s hopes that a broader selection of asset-backed securities might be included in bank liquidity buckets have suffered a setback, after the European Banking Authority’s preliminary study into high quality liquid assets showed ABS had performed poorly relative to other asset classes.

  • 24 Oct 2013
The European securitization market’s hopes that a broader selection of asset-backed securities might be included in bank liquidity buckets have suffered a setback, after the European Banking Authority’s preliminary study into high quality liquid assets showed ABS had performed poorly relative to other asset classes. But some bankers ...

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GlobalCapital European securitization league table

Rank Lead Manager/Arranger Share % by Volume
1 Societe Generale 15.35
2 Rabobank 14.41
3 Morgan Stanley 11.73
4 Barclays 8.99
5 Credit Agricole 7.57

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 27 Feb 2017
1 Wells Fargo Securities 11,897.40 33 11.83%
2 Bank of America Merrill Lynch 9,837.56 29 9.78%
3 Citi 9,714.54 32 9.66%
4 JPMorgan 7,997.38 24 7.95%
5 Credit Suisse 6,335.67 14 6.30%