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CMBS

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  • The average loss severity on conduit loans in U.S. commercial mortgage-backed securities fell to 40.2% last month, from 46.4% in July, according to Trepp.
  • Most defaults in European structured finance stem from collateral issues, not problems with counterparties, according to research by the Royal Bank of Scotland.
  • Fitch Ratings reports that its European CMBS Maturity Repayment Index fell from 40.4% to 34.6% in July as a result of the low repayment rate of loans that matured during the month.
  • K-Bond 1, the German issuer unit of Keystone International, has offered a €50 million ($71.3 million) triple-collateralized mortgage-backed securities.
  • Rising maturity defaults took their toll on the performance of loans in European mortgage-backed securities in the second quarter, according to Fitch Ratings.
  • Santander U.K. has launched and retained a $2.25 billion U.S. dollar-denominated offering of U.K. residential mortgage-backed securities, Langton Securities 2011-2.
  • The default rate for fixed-rate U.S. commercial mortgage-backed securities rose to 12.9% in the second quarter, an increase of 228 basis points from the end of 2010, according to Fitch Ratings.
  • Standard & Poor’s has come under heavy criticism from Morgan Stanley, Deutsche Bank and other Wall Street financial institutions for withholding a rating on a commercial mortgage-bond securities offer that has since been withdrawn by Goldman Sachs and Citigroup.
  • Aegon Levensverzekering, a Netherlands-based life insurance firm and asset manager, is gauging interest among U.S. investors for future issuance of residential mortgage-backed securities.