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RMBS

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  • Investec’s legacy non-conforming RMBS, Residential Mortgage Securities 26, was priced at par and comfortably inside its Gemgarto non-prime deal in April, demonstrating investors’ greater risk appetite in ABS.
  • The Dutch RMBS pipeline grew further on Thursday, as NIBC announced a new issue from its Dutch MBS shelf, joining SNS Bank in preparing primary issuance.
  • Before announcing a new RMBS from its Hermes shelf this week, SNS Bank had been grappling with ways of reducing swap costs while keeping investors reassured that their floating rate notes would be unaffected.
  • Yorkshire Building Society priced the tightest UK RMBS since the financial crisis on Friday afternoon. Heavy oversubscription pushed leads to tighten pricing on Brass No.2 and increase the deal size, as ABS bankers pointed to a lack of UK supply.
  • Investec Capital Markets has priced its non-conforming U.K. residential mortgage-backed trade, Residential Mortgage Securities 26.
  • SNS Bank’s EUR960 million ($1.24 billion) Holland Mortgage Back Series (HERMES) XVIII Dutch residential mortgage securitization includes a rare preplaced fixed-rate tranche aimed at testing market appetite.
  • Certain European securitization trades could be edging a step closer to seeing non-AAA rated senior tranches in deals—as achieving AAA ratings remains tough for issuers.
  • Yorkshire Building Society’s Brass No.2 RMBS is set to be the tightest UK RMBS since the financial crisis. The fall in absolute yields of new issues over the past two months could force RMBS back into more borrowers’ plans — though the buy-side is already lamenting the loss of absolute value.
  • The Dutch RMBS pipeline grew further on Thursday, as NIBC announced a new issue from its Dutch MBS shelf, joining SNS Bank in preparing primary issuance.