Moody’s Tweaks Sovereign Risk Measurement For ABS

Moody’s Investors Service is updating the way it measures the impact of sovereign risk on the ratings of certain securitized asset classes in Europe.

  • 12 Mar 2013

Moody’s Investors Service is updating the way it measures the impact of sovereign risk on the ratings of certain securitized asset classes in Europe.

Moody’s analysts said gauging the impact of a stressed sovereign on a securitization rating can often be hindered by a lack of available information. As ...

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GlobalCapital European securitization league table

Rank Lead Manager/Arranger Total Volume $m No. of Deals Share % by Volume
1 Citi 3,237 10 19.12
2 Goldman Sachs 2,096 5 12.39
3 Morgan Stanley 1,965 5 11.61
4 BNP Paribas 1,686 6 9.96
5 Barclays 1,565 4 9.25

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 30,859.27 98 11.48%
2 JPMorgan 25,558.51 72 9.51%
3 Wells Fargo Securities 24,627.51 67 9.16%
4 Bank of America Merrill Lynch 23,023.30 73 8.56%
5 Barclays 16,546.45 55 6.16%