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 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 32,618.79 103 11.88%
2 JPMorgan 25,662.81 73 9.35%
3 Wells Fargo Securities 24,627.51 67 8.97%
4 Bank of America Merrill Lynch 23,023.30 73 8.39%
5 Barclays 17,051.25 56 6.21%