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RMBS

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  • FIG
    Rabobank has completed the tender offer for its subsidiary Obvion’s Dutch RMBS programme, Storm.
  • FIG
    Barclays Capital’s research team has updated its stress test of UK non-conforming RMBS and found that no AAA, AA or A tranches suffered any credit loss under a base case stress.
  • FIG
    Clydesdale Bank bought back £170.7m equivalent of senior bonds issued by its Lanark RMBS master trust after increasing the offer shortly before the extended deadline last Friday. Clydesdale purchased $99m nominal of ‘3A1’ notes at 87 cents on the dollar, E85m of ‘3A2’ notes at 87 cents, and £40m of ‘4A1’ notes at 89.5 cents.
  • Panellists at the Global ABS conference in London criticised the credit guarantee arm of the UK government’s RMBS support scheme as largely unworkable on Wednesday.
  • Clydesdale Bank has joined the queue of securitisation sponsors buying back their own deals.
  • Last week’s deferral of interest on three subordinated tranches of high loan to value RMBS originated by Caja Madrid has prompted Standard & Poor’s to downgrade the notes to D.
  • Henderson Global Investors is marketing a Eu250m fund investing in discounted asset backed securities. Its mangers believe now is a good time to pick up fundamentally quality assets at a good price.
  • Britannia Building Society is calling all outstanding tranches of Leek Twelve, a UK non-conforming RMBS issued in 2004, at their expected maturity date on June 22.
  • Absa Capital has closed the first South African securitisation to be offered to investors this year.