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RMBS

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  • Investment banks, rating agencies and industry associations in Europe have blasted plans by the European Securities and Markets Authority to force non-E.U. credit rating agencies—and the ratings they give to financial instruments—to meet new, stringent requirements to be valid in the region.
  • The Federal Reserve Bank of New York’s initial $1.5 billion sale of bonds from its legacy American International Group Maiden Lane II portfolio has most likely already found its way into the hands of end-user accounts, according to traders.
  • European investors seem to have largely set aside past grievances with Northern Rock, the bank that almost collapsed at the height of the credit crunch, taking exposure to its latest standalone residential mortgage securitization.
  • Krishna Prasad, former London-based portfolio manager at BlackRock Solutions, has been hired by the Royal Bank of Scotland to head mortgage-backed strategy for Europe.
  • FIG
    Northern Rock has increased the size of the offered tranches in Gosforth Funding 2011, going from £370m equivalent to nearly £600m on the back of exceptional demand for the euro notes.
  • FIG
    Lead managers Deutsche Bank, JP Morgan, Royal Bank of Scotland say books on Northern Rock’s Gosforth RMBS will close on Tuesday, with indications of interest totalling more than £500m, spread across the £370m A1 tranches that will be placed.
  • Europe in the first quarter pushed out its largest quarterly volume of asset-backed securities in the past 12 months, issuing $7.65 billion in 10 European ABS, according to data provided to TS by Dealogic.
  • Banca Popolare Vicenza, is set to be the third European bank to issue a prime residential mortgage securitization backed with Italian collateral since the collapse of Lehman Brothers.
  • FIG
    Rabobank and Société Générale are marketing a new RMBS from Obvion’s Storm programme.