Euro ABS, CDS Spreads Continue To Float

European AAA asset-backed securities and AAA permanent credit default swap spreads continue to float arbitrarily in ongoing market turbulence.

  • 14 Nov 2008

--Cristina Pittelli

European AAA asset-backed securities and AAA permanent credit default swap spreads continue to float arbitrarily in ongoing market turbulence. U.K prime RMBS and Dutch spreads are at around low 400 basis points over Euribor and low 300 bps, respectively, remaining unchanged from a week ago. Auto loan ...

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GlobalCapital European securitization league table

Rank Lead Manager/Arranger Total Volume $m No. of Deals Share % by Volume
1 Bank of America Merrill Lynch (BAML) 3,136 9 13.58
2 Citi 2,562 6 11.09
3 Goldman Sachs 2,150 3 9.31
4 Credit Suisse 1,822 6 7.89
5 Societe Generale 1,814 4 7.86

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 22 May 2017
1 Citi 41,255.30 117 12.99%
2 Bank of America Merrill Lynch 37,631.92 109 11.85%
3 Wells Fargo Securities 32,082.26 89 10.11%
4 JPMorgan 20,969.41 64 6.60%
5 Credit Suisse 16,754.47 44 5.28%