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 10,542 20 17.55
2 Bank of America Merrill Lynch (BAML) 6,103 21 10.16
3 Citi 5,130 13 8.54
4 JP Morgan 4,681 6 7.79
5 Morgan Stanley 4,137 11 6.89

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 81,261.11 236 11.54%
2 Bank of America Merrill Lynch 66,433.81 187 9.43%
3 Wells Fargo Securities 57,637.40 170 8.18%
4 JPMorgan 53,570.42 158 7.61%
5 Credit Suisse 45,349.30 117 6.44%