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RMBS

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  • U.K. banks that fail to meet their pledge to lend more could face additional taxes, David Cameron, the British prime minister, hinted at a parliamentary committee meeting.
  • Moody’s Investors Service has downgraded $1.9 billion of Alt-A residential mortgage backed securities issued in 2004 by Bear Stearns ARM Trust.
  • Janus Capital Group is looking to restart its investment in the securitization market, promoting John Kerschner to head of securitized products in its fixed-income investments group. He will work with Eric Bernum, structured finance trader.
  • More bid lists stacked with bonds from across the European asset-backed securities sector are hitting the market this week, according to a London-based trader at a European investment bank.
  • A strong European primary asset-backed securities pipeline is expected to build in the next month, despite the slow return of new issuance compared to covered bonds following last month’s holidays.
  • FIG
    Santander UK’s Fosse 2011-1 RMBS could be the biggest European securitisation since the crisis, with a revised capital structure totalling £3.379bn equivalent — and an order book in excess of £4bn.
  • Market officials are concerned legislation introduced last Thursday, designed to overhaul the government-sponsored enterprises, does not offer enough change to gain approval.
  • Performance of Spanish residential mortgage-backed securities began stabilizing in the first quarter, according to Moody’s Investors Service.
  • More potential divergence between U.S. and EU regulatory reforms affecting securitization has been flagged up by structured finance professionals on both sides of the Atlantic.