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RMBS

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  • FIG
    Delta Lloyd’s Arena 2011-1 Dutch RMBS will close on Friday, according to syndicate bankers managing the sale.
  • FIG
    Guidance on Arena 2011-1, the first European RMBS of 2011, will be 105bp-110bp on the ‘A1’ notes and 145bp-150bp on the ‘A2s’, but deal progress has been slow, as harsher regulatory disclosure requirements start to bite.
  • FIG
    European ABS market participants say spreads have stayed solid ahead of the Standard & Poor’s criteria changes next Tuesday, which will see up to 90% of European RMBS go on CreditWatch Negative.
  • FIG
    Jefferies sold the Eu91m first loss piece of SNS’s HERMES XVII into the market in December 2010, a deal which could turn out to be the last equity tranche of any Dutch securitisation to come to market.
  • FIG
    JPMorgan’s ABS outlook for the year says that the regulatory preference for covered bonds at the expense of securitisation has never been more prominent.
  • FIG
    Rabobank and Royal Bank of Scotland will take Delta Lloyd’s Arena 2011-1 transaction on the road this week, in what could be the first European RMBS of 2011. But investors and issuers alike are waiting nervously for the introduction of Standard & Poor’s new counterparty criteria next week, which could see more than 80% of the European RMBS market placed on CreditWatch Negative.
  • FIG
    The Massachusetts Supreme Court ruled on Friday that US Bank and Wells Fargo could not foreclose on houses bought by the Ibanez and LaRace families, in a judgement that ignited fears about collateral quality across the US RMBS sector.
  • FIG
    ABS and covered bonds will grow in importance in 2011, as bail-in laws and constrained demand for senior unsecured bank debt push banks into secured funding, according to Moody’s.
  • FIG
    Moody’s has issued its annual report on the UK master trust sector, saying that the sector is "very resilient to any deterioration in the economic environment and any resulting increases in the expected loss and credit enhancement assumptions".