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RMBS

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  • Bids in the asset-backed securities secondary market have started to soften because few clients are willing to sell into a market that offers little prospect of reinvestment. But some traders expect the very positive tone in equity and other credit markets to gradually seep into ABS and encourage more flows.
  • The mortgage market could face longer-term impacts following the Federal Housing Finance Agency’s announcement Tuesday of plans to form a unified securitization platform for Fannie Mae and Freddie Mac, even if the market saw no immediate pricing reaction in the agency residential mortgage-backed securities markets.
  • Three major U.K. securitization issuers — Barclays, Lloyds Banking Group and Nationwide Building Society — took more funding from the Bank of England’s Funding for Lending Scheme in the fourth quarter of last year, according to sister publication Euroweek Structured Finance Weekly.
  • Three major securitisation issuers — Barclays, Lloyds and Nationwide — took more funding from the Bank of England Funding for Lending Scheme (FLS) in the fourth quarter of last year. ABS bankers are confident that issuers will still use their RMBS programmes once this year to placate investors, but a first quarter in 2013 without public UK issuance is certainly a possibility, they added.
  • ABN Amro has launched and retained a new issue of residential mortgage-backed securities from its Goldfish Master Issuer program, which securitizes Dutch home loans guaranteed under the government’s National Hypotheek Garantie program.
  • Bayview Financial Friday priced its $101 million, fixed-rate residential mortgage-backed securitization of non-performing loans.
  • The European Banking Authority has set out its proposals on how liquid assets—including high-quality residential mortgage-backed securities—should be defined under the Liquidity Coverage Ratio’s implementation in the EU next year.
  • ING Bank has preplaced the senior €1.365bn ($1.825bn) class ‘A’ tranche from its Orange Lion 2013-9, only the third time that bonds from the Dutch residential mortgage-backed securities programme has been sold to investors, and just a month after the previous trade in the series.
  • Residential mortgage servicer and real estate investment trust Bayview Financial is expected to price tomorrow a private placement of non-performing residential mortgage securities.