Euro RMBS Spreads Blow Out

Secondary market spreads of European residential mortgage-backed securities have jumped out over the past few days as the financial markets have been roiled by changes.

  • 24 Sep 2008

--Alex Sebastian

Secondary market spreads of European residential mortgage-backed securities have jumped out over the past few days as the financial markets have been roiled by changes. U.K. AAA paper blew out to 225 basis points above LIBOR from 175 bps at the end of the week and Spanish ...

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GlobalCapital European securitization league table

Rank Lead Manager/Arranger Total Volume $m No. of Deals Share % by Volume
1 Bank of America Merrill Lynch (BAML) 7,026 25 11.95
2 Citi 6,449 21 10.96
3 BNP Paribas 5,093 18 8.66
4 Barclays 4,040 11 6.87
5 Lloyds Bank 3,615 14 6.15

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
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1 Citi 119,693.92 344 12.91%
2 Bank of America Merrill Lynch 99,935.46 287 10.78%
3 Wells Fargo Securities 88,155.55 263 9.51%
4 JPMorgan 69,113.88 208 7.46%
5 Credit Suisse 51,260.05 154 5.53%