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RMBS

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  • The Dubai International Financial Center has begun the process of establishing a market for mortgage-backed securities in the United Arab Emirates to help kick-start the UAE real estate sector.
  • Moody’s Investors Service reports stable performance in January for Dutch residential mortgage backed securities and Spanish asset-backed securities backed by loans to small and medium-size enterprises.
  • The performance of Irish prime residential mortgage-backed securities continued to deteriorate in January, while that of U.K. buy-to-let RMBS showed signs of improvement, according to Moody’s Investors Service.
  • FIG
    Lloyds Banking Group is aiming to tap a core of demand that will not buy master trusts with its new static pool UK RMBS, Headingley 2011-1. However it will continue to use its other funding avenues — the Permanent and Arkle master trusts.
  • FIG
    Skipton Building Society’s Darrowby No1 RMBS is oversubscribed at a level of 125bp for the ‘A1’ notes and 150bps for the ‘A2s’, with books expected to go subject later on Wednesday.
  • FIG
    Lloyds Banking Group has chosen to issue from a new UK RMBS programme, Headingley RMBS 2011-1, raising questions in the market about why the bank did not choose to use one of its existing master trust programmes.
  • Moody’s Investors Service has downgraded another $3.74 billion of subprime residential mortgage securities, bringing the total of lower rating actions to roughly $7 billion since Friday.
  • FIG
    Fresh from the private placement of Storm 2011-1 and 2011-2 last week, Obvion is aiming to sell Strong 2011-I, a Eu1.2bn Dutch prime RMBS with a 100% NHG-guarantee. Rabobank and Société Générale are lead managers.
  • FIG
    Lead managers JP Morgan and Natixis priced Veneto Banca’s Claris RMBS 2011 on Thursday but while the A1 tranche was sold at the initial guidance, the A2 tranche required a wider price to clear.