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RMBS

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  • The U.K.’s proposal to require banks to ring-fence their retail operations are compatible with European Union regulations, according to Michel Barnier, the E.U.’s commissioner for internal markets.
  • The outlook for performance of U.K. residential mortgage-backed securities master trusts containing prime mortgages is stable for 2012, according to Moody’s Investors Service.
  • Dutch lender Obvion has returned to the European securitization market with a EUR700 million ($910.4 million) issue of prime Dutch residential mortgage-backed securities from its Storm program.
  • Belgian-French lender Dexia has filed a lawsuit against JPMorgan Chase over mortgage-backed securities the bank and its acquired companies Bear Stearns and Washington Mutual sold it.
  • The $1.9 billion San Joaquin County Employees’ Retirement Association will consider investing $100 million in mortgage-backed securities at its Jan. 13 meeting.
  • Credit Suisse topped Goldman Sachs and two other bidders in the auction of a $7.014 billion chunk of Maiden Lane II debt because it was bidding on behalf of itself and investors, an investor familiar with the auction said.
  • Investors should place the underlying individual assets in securitizations under closer scrutiny in order to mitigate asset correlation across portfolios, according to Bishopsfield Capital Partners.
  • FIG
    A sizeable new euro bid for UK RMBS emerged this week as Santander UK’s £2.2bn-equivalent Holmes 2012-1 provided the sector’s first issue of the year. The deal also featured the product’s first yen tranche in more than a year, alongside larger dollar and sterling pieces.
  • FIG
    Banco BPI purchased just €149.3m of the €2.17bn it could have bought in its tender offer for the Douro Mortgages Portuguese RMBS.