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RMBS

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  • SNS Bank, a fully owned part of newly nationalised SNS Reaal, still plans to call Hermes 14 RMBS on February 18, an official told EuroWeek Structured Finance on Tuesday.
  • Secondary market spreads on Monday suggested the ABS market still expects newly nationalised SNS Bank to call its Hermes 14 RMBS in February, as it said in mid-January that it would.
  • Regulatory implementation was the main focus of the American Securitization Forum’s 2013 conference in Las Vegas, and the event’s featured and keynote speakers—all government figures—each made securitization’s part in the economic recovery a key theme of their appearances.
  • Most of Paragon Group’s RMBS and ABS transactions are likely to escape downgrade by Moody’s after the UK borrower changed documentation this week. Paragon Mortgages 14 and Paragon Personal and Auto Finance 3 were not amended, however, leaving them vulnerable to a downgrade.
  • Four deals under Standard Bank of South Africa’s Blue Granite Investments residential mortgage-backed securities program will not see their ratings affected by recent changes to the account bank and swap counterparty ratings triggers, Moody’s Investors Service analysts said.
  • Surging bids on U.K. non-conforming residential mortgage-backed securities are raising eyebrows in the secondary markets, according to London-based bankers on the frontline.
  • Most of Paragon Group’s RMBS and ABS transactions are likely to escape downgrade by Moody’s after the UK borrower changed documentation this week. Paragon Mortgages 14 and Paragon Personal and Auto Finance 3 were not amended, however, leaving them vulnerable to a downgrade.
  • Secondary trading in European securitization markets has been flat this week, traders told SI Wednesday.
  • ABN Amro plans to redeem four classes of notes from its Fishbowl and Goldfish Dutch residential mortgage-backed deals next month.