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RMBS

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  • Bank treasuries are expected to become bigger players in the European securitization investor pool this year, taking down an increasingly larger chunk of new issuance.
  • JPMorgan emerged as the top bookrunner of global asset-backed securities deals in 2012, deposing Bank of America-Merrill Lynch, which had taken the top seat each year since 2010, according to league tables compiled by SI and Dealogic.
  • U.K. and Dutch residential mortgage-backed securities may be the only RMBS bonds eligible as collateral in the amended Basel III bank liquidity buffers
  • Mill Valley, Calif.-based Redwood Trust is off the bench early in 2013 with its first residential mortgage-backed securitization deal of the year: the $397.88 million Sequoia Mortgage Trust 2013-1.
  • Secondary trading of residential mortgage-backed securities is described as “quiet but positive,” as a small bids-wanted-in-competition list comprising U.K. residential mortgage securitization surfaced Tuesday lunchtime.
  • Friesland Bank’s Stichting Eleven Cities No. 8 Dutch prime residential mortgage-backed notes were not redeemed last month, despite the issuer’s intention to buy back all outstanding bonds on December’s payment date.
  • Prepayment speeds in Bank of America Home Affordable Refinance Program-eligible pools are poised to accelerate on the bank’s sale of $300 billion of residential mortgage servicing rights to Nationstar Mortgage and Walter Investment, according to Scott Buchta, head of fixed income strategy at Brean Capital.
  • Most assets underpinning European securitizations are set to continue to perform well this year, though the region’s commercial mortgage-backed market continues to feel the squeeze, analysts at the Royal Bank of Scotland said Monday.
  • Securitization professionals are welcoming the Basel Committee on Banking Supervision’s tweaks to the Liquidity Coverage Ratio, which will see higher-grade residential mortgage-backed securities eligible for inclusion.