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RMBS

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  • FIG
    Barclays Capital, Deutsche Bank, JP Morgan, and Royal Bank of Scotland are roadshowing a new issue from Clydesdale Bank’s prime RMBS master trust, Lanark. The deal comes as the UK lender, wholly owned by National Australia Bank, faces refinancing the maturities from its government-guaranteed covered bond programmes – £500m on November 11, with a further £750m scheduled to redeem December 9.
  • Small and medium-sized Spanish banks are at a greater risk of collapse than their large peers because of regulations that force financial institutions to hold bigger reserves against real estate loans considered “unsellable”, according Pablo Cantos of MaC Group, a risk adviser to Banco Santander. Click here to read the story from Bloomberg.
  • British banks have reduced their interbank lending to the peripheral eurozone by nearly 25% over the past three months in light of the worsening European debt crisis.
  • U.K. residential mortgage-backed securities have performed better than RMBS in the U.S. and Europe as the U.K. has not experienced the problematic lending practices in the former or the debt crisis in the latter.
  • Delinquencies of 60 days or more in loans in Dutch prime residential mortgage-backed securities deteriorated slightly in the third quarter, climbing from 0.7% to 0.9%, according to Moody’s Investors Service.
  • Performance of Spanish residential mortgage-backed securities showed a stable trend in the third quarter while asset-backed securities linked to loans to small and medium-size enterprises continued to deteriorate, according to Moody’s Investors Service.
  • FIG
    The Treasury’s sale of Northern Rock to Virgin Money, announced on Thursday, includes the first UK use of a hybrid instrument targeting CRD IV compliance.
  • FIG
    Northern Rock’s Granite master trust hit a non-asset trigger three years ago this Sunday — switching all the bonds to sequential pay, and creating at a stroke the most liquid instrument in European ABS, with £30bn in outstanding notes. Since then, Granite has come to function as the de facto benchmark of the market. What role remains for the trust today? Owen Sanderson finds out.
  • FIG
    Fitch is examining UK RMBS documents ahead of a January deadline which could see deals breach the Payment Services Regulations 2009. Collecting payments from UK consumers is a tightly regulated area — leading to unintended consequences for RMBS deals, and exposing noteholders to commingling and counterparty risk.