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Structured Bonds

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  • In a market littered with extensions and defaults, CMBS investors now have another risk to contend with — prepayment. The development comes after Blackstone was reported to be preparing to sell Chiswick Park, the property backing the first post-crisis CMBS. That makes it likely that noteholders will be prepaid ahead of the 2016 expected maturity.
  • UK buy-to-let mortgage provider Paragon and RCI Banque announced deals this week and are likely to benefit from voracious ABS investor demand — just as the first forecasts for 2013 have predicted a sharp drop-off in ABS supply.
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  • Royal Bank of Scotland’s Isobel Finance No1 CMBS, the second in the European market in as many weeks, has lifted hopes that an investor base for the asset class is cautiously returning. But murmurings of disquiet about inadequate loan disclosure in the offering circular also showed there is still a long way to go before borrowers fully win back investor trust and can begin regularly securitising commercial loans.
  • The European Commission is calling for a rethink of how much capital insurers must hold against securitisations under Solvency II, giving a glimmer of hope that the requirements that have dissuaded insurers from buying ABS may be relaxed.
  • ABS market participants have welcomed the European Commission’s call for a rethink of Solvency II capital charges, but worries remain that a lack of paper may make it difficult for large insurers to return to buying.