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RMBS

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  • FIG
    Moody’s has downgraded a swathe of issues representing the risk of the Granite master trust reserve funds, pointing to poorer than expected performance from the Northern Rock-originated collateral pool.
  • Moody’s has placed Eu14.4bn of Irish ABS on review for downgrade — six senior tranches of RMBS, five mezz and junior mezz RMBS, and one CLO — meaning that ratings on all outstanding Irish RMBS are under threat.
  • FIG
    BNP Paribas, ING and Rabobank sold Eu500m of the ‘A2’ notes of F van Lanschot Bankiers’s Citadel 2010-I on Monday. The leads sold the notes below par to offer a spread of 155bp over three month Euribor, at the wide end of the 150bp-155bp guidance.
  • FIG
    Borrowers on a loan securitized in N M Rothschild & Sons’ commercial mortgage-backed deal REC Plantation Place have pitched a plan to noteholders to work out the ailing deal.
  • FIG
    BNP Paribas, ING and Rabobank sold Eu500m of the ‘A2’ notes of F van Lanschot Bankiers’s Citadel 2010-I yesterday. The leads sold the notes below par to offer a spread of 155bp over three month Euribor, at the wide end of the 150bp-155bp guidance.
  • FIG
    Obvion has privately placed a Eu2bn securitisation of prime Dutch RMBS through Storm 2010-IV, in a deal reminiscent of the ABS market this June. Rabobank International had a leading role in arranging the deal and priced the notes at 125bp over three month Euribor.
  • FIG
    Lead managers JPMorgan, MPS Capital Services and Royal Bank of Scotland priced Monte dei Paschi di Siena’s Siena Mortgages 10-7 RMBS on Wednesday, in line with guidance — but well inside Italian sovereign spreads.
  • FIG
    Lead managers on Monte dei Paschi di Siena’s Siena Mortgages 10-7 RMBS have confirmed size and price details, as market volatility following rumours of an Irish bailout has stopped selected large accounts confirming orders until today (Monday).
  • FIG
    The leads on Banca Monte dei Paschi di Siena’s Siena Mortgage 10-7 RMBS have held off issuing final guidance and size terms so that investors have more time to do credit work.