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RMBS

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  • FIG
    ABS and covered bonds will grow in importance in 2011, as bail-in laws and constrained demand for senior unsecured bank debt push banks into secured funding, according to Moody’s.
  • FIG
    Moody’s has issued its annual report on the UK master trust sector, saying that the sector is "very resilient to any deterioration in the economic environment and any resulting increases in the expected loss and credit enhancement assumptions".
  • FIG
    Moody’s has downgraded a swathe of issues representing the risk of the Granite master trust reserve funds, pointing to poorer than expected performance from the Northern Rock-originated collateral pool.
  • Moody’s has placed Eu14.4bn of Irish ABS on review for downgrade — six senior tranches of RMBS, five mezz and junior mezz RMBS, and one CLO — meaning that ratings on all outstanding Irish RMBS are under threat.
  • FIG
    BNP Paribas, ING and Rabobank sold Eu500m of the ‘A2’ notes of F van Lanschot Bankiers’s Citadel 2010-I on Monday. The leads sold the notes below par to offer a spread of 155bp over three month Euribor, at the wide end of the 150bp-155bp guidance.
  • FIG
    Borrowers on a loan securitized in N M Rothschild & Sons’ commercial mortgage-backed deal REC Plantation Place have pitched a plan to noteholders to work out the ailing deal.
  • FIG
    BNP Paribas, ING and Rabobank sold Eu500m of the ‘A2’ notes of F van Lanschot Bankiers’s Citadel 2010-I yesterday. The leads sold the notes below par to offer a spread of 155bp over three month Euribor, at the wide end of the 150bp-155bp guidance.
  • FIG
    Obvion has privately placed a Eu2bn securitisation of prime Dutch RMBS through Storm 2010-IV, in a deal reminiscent of the ABS market this June. Rabobank International had a leading role in arranging the deal and priced the notes at 125bp over three month Euribor.
  • FIG
    Lead managers JPMorgan, MPS Capital Services and Royal Bank of Scotland priced Monte dei Paschi di Siena’s Siena Mortgages 10-7 RMBS on Wednesday, in line with guidance — but well inside Italian sovereign spreads.