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RMBS

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  • FIG
    Lloyds released guidance on its Headingley static pool RMBS on Wednesday, with pricing finally expected during Australian hours on Friday — a challenging aspect of being the first UK RMBS to place an Australian dollar tranche.
  • FIG
    JP Morgan is once again buying primary market ABS in size, taking Eu1bn of Aegon’s new Dutch prime deal Saecure 10.
  • MKP Capital, a distressed-debt fund manager, is said to have sold off roughly two-thirds of its portfolio of asset-backed securities last week.
  • The Commercial Real Estate Council has begun lobbying for an exemption to a rule under the Dodd-Frank Act that would require issuers of asset-backed securities to hold 5% of the issue.
  • Lloyds Banking Group is said to be prepping a swift follow-up to its standalone U.K. residential mortgage-backed trade Headingley 2011-1, with a new issuance from its U.K. RMBS master trust, Permanent.
  • Trading activity in the European asset-backed securities secondary markets has remained quiet over the week, though some market professionals forecast a widening of the bid-ask spread on European paper.
  • Longer liquidation times lines and falling home prices have led to a worsening of loss severities of subprime residential mortgage-backed securities to 76%, according to Fitch Ratings.
  • There is growing concern that the quality of the commercial mortgage-backed securities coming to the market is declining amid the industry’s revival.
  • Price guidance on Lloyds Banking Group’s Headingley 2011-1 residential mortgage-backed deal emerged this afternoon.