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RMBS

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  • FIG
    Santander’s Alliance & Leicester arm made a successful return to the RMBS market on Friday afternoon when it increased Fosse Master Issuer 2010-1 from £1bn to £1.42bn.
  • FIG
    Fast track loans are 60% less likely to default than fully income verified loans, according to loan level analysis by Fitch of 700,000 prime mortgages in arrears in UK RMBS and 70,000 repossessed non-conforming loans.
  • FIG
    Barclays Capital, Credit Suisse, Deutsche Bank and Santander will price Alliance & Leicester’s UK RMBS, Fosse Master Issuer 2010-1, today (Friday). On offer are 4.5 year average life scheduled amortisation floating rate tranches in sterling and euros and a 6.9 year soft bullet fixed rate sterling piece. The order book was covered at guidance of 115bp to 120bp during bookbuilding on Thursday, according to investors, with most demand in the euro and fixed rate sterling tranches.
  • FIG
    The order book for Alliance & Leicester’s UK RMBS Fosse Master Issuer 2010-1 had reached £1bn by Thursday morning, according to investors.
  • FIG
    Barclays Capital, Credit Suisse, Deutsche Bank and Santander have opened the books on Alliance & Leicester’s £1bn equivalent RMBS, Fosse Master Issuer 2010-1.
  • FIG
    Price whispers for Fosse Master Issuer 2010-1, the new £1bn equivalent RMBS from Santander’s UK subsidiary Alliance & Leicester, suggest the leads hope to price the deal in line with secondary spreads.
  • FIG
    Alliance & Leicester, the UK bank owned by Spain’s Santander, is marketing a £1bn RMBS, the first UK securitisation since the crisis not to feature explicit protection against extension risk.
  • FIG
    Alliance & Leicester, the UK bank owned by Spain’s Santander, is marketing a £1bn RMBS, the first UK securitisation since the crisis not to feature explicit protection against extension risk.
  • FIG
    The Co-operative Bank made its RMBS debut this week in a challenging market as sovereign contagion spread to the UK.