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RMBS

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  • FIG
    Leads Rabobank and Société Générale have published price guidance for Storm 2012-1, a new Dutch RMBS from Rabo subsidiary Obvion.
  • FIG
    KBC Bank has amended deal documents in Irish RMBS deals Phoenix Funding 2 and 3, to avoid triggering counterparty replacement provisions — exactly what Fitch warned issuers to avoid at the beginning of the year.
  • Credit Suisse has already sold off a “significant portion” of the $7 billion in residential mortgage-backed securities issued by American International Group that it won at a Federal Reserve of New York auction last week.
  • JPMorgan Chase and its acquired Bear Stearns and Washington Mutual units have been slapped against with a lawsuit in connection with residential mortgage-backed securities it sold, this time by John Hancock Life Insurance.
  • Sealink Funding has filed suit against Morgan Stanley, charging the investment bank engaged in fraud in connection with more than $556 million in residential mortgage-backed securities it sold to the firm in 2006 and 2007.
  • Canada’s RIFCO National Auto Finance has received a new securitization facility through Aviator Trust for $20 million.
  • The U.K. Financial Services Authority is seeking comment on how the EU’s Alternative Investment Fund Managers Directive will affect securitization investments, as part of a wider discussion on the Directive’s U.K. implementation.
  • A European Parliament committee is planning studying ways to close a loophole in Basel III’s liquidity-coverage ratio that allows financial institutions to circumvent a requirement that they hold enough funds to cover their exposure to sovereign debt in the region.
  • Intrabank lending among European financial institutions has fallen to its lowest level in two-and-a-half months as they are increasingly taking advantage of the European Central Bank’s loan program.