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RMBS

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  • Europe’s secondary space is seeing a flow of mezzanine paper into the market, as the primary issue pipeline remains empty and the market shows signs of wrapping up for year-end.
  • Residential mortgage-backed securities trader Eric Daouphars has left Citadel Securities to join brokerage and investment banking firm Stifel Nicolaus in the non-agency space.
  • New issuance volumes of securitization in Europe this year have reached EUR304 billion ($397.9 billion) in the past week as the market heads into the home stretch of 2011, though roughly two-thirds of paper continues to be retained.
  • FIG
    Standard & Poor’s placed 764 tranches in 119 transactions of UK RMBS on CreditWatch Negative on Monday, providing what one ABS trader called “another Christmas present to the market”.
  • FIG
    Standout deals of the year include trades marking the high points of the pre-summer rally, alongside deals that succeeded in more challenging circumstances, said reflective ABS bankers looking back over 2011.
  • The underperformance of U.S. residential mortgage back securities and U.S. structured finance collateralized debt obligations are driving the losses in global structured finance transactions, according to Fitch Ratings.
  • Market players are reading into Ally Financial’s announcement it would no longer buy home loans in Massachusetts and wondering if there’s a next move.
  • The outlook for asset-backed securities and residential mortgage-backed securities in weaker European countries—such as Greece, Ireland and Italy--in 2012 is negative while that for deals in the U.K., the Netherlands, Germany and France is stable, according to Moody’s Investors Service.
  • Increased loan level data disclosure requirements for securitizations are a “red herring” and will not in themselves tempt investors back to the market, according to speakers at an industry conference in London.