Structured finance watchbox

  • 05 Dec 2003
ClassAmountRatings (M/S&P/F)Ave life (yrs)Expected maturityBasisExpected spread
Process Home 2003 plcAareal Bank, Aareal Hyp, Depfa Deutsche Pfandbriefbank
Collateral: KfW Certificates of Indebtedness. Reference portfolio: German residential, multi-family and commercial mortgages Arranger: Aareal Bank. Lead manager: Morgan Stanley Launch expected within a few days
Snr CDSEu1.247bn-/-/AAA
A+Eu250,000-/-/AAA
AEu118m-/-/AAA5.33EO48bp area
BEu56.5m-/-/AA5.33EO75bp area
CEu43m-/-/A5.33EO120bp area
DEu29.1m-/-/BBB5.33EO225bp area
EEu18.3m-/-/BB5.33EO600bp area
FEu21.4m-/-/-
Additional ratings expected. ...

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GlobalCapital European securitization league table

Rank Lead Manager/Arranger Total Volume $m No. of Deals Share % by Volume
1 BNP Paribas 14,443 29 18.07
2 Bank of America Merrill Lynch (BAML) 8,264 27 10.34
3 Lloyds Bank 7,329 24 9.17
4 Citi 6,748 19 8.44
5 JP Morgan 5,220 8 6.53

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 118,826.70 342 11.07%
2 Bank of America Merrill Lynch 94,721.79 272 8.82%
3 JPMorgan 92,878.89 270 8.65%
4 Wells Fargo Securities 82,807.12 240 7.71%
5 Credit Suisse 70,475.74 184 6.57%