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RMBS

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  • The outlook for South African asset-backed securities and residential mortgage-backed securities for 2011 is negative, according to Fitch Ratings.
  • FIG
    Lloyds Banking Group is aiming to tap a pool of investors that will not buy master trusts with its new static pool UK RMBS, Headingley 2011-1. However it will continue to use its other RMBS funding avenues — the Permanent and Arkle master trusts.
  • FIG
    Lead managers JP Morgan and Royal Bank of Scotland managed to place Skipton Building Society’s Darrowby No. 1 UK RMBS this week despite volatile conditions as a result of the Japanese earthquake.
  • The Dubai International Financial Center has begun the process of establishing a market for mortgage-backed securities in the United Arab Emirates to help kick-start the UAE real estate sector.
  • Moody’s Investors Service reports stable performance in January for Dutch residential mortgage backed securities and Spanish asset-backed securities backed by loans to small and medium-size enterprises.
  • The performance of Irish prime residential mortgage-backed securities continued to deteriorate in January, while that of U.K. buy-to-let RMBS showed signs of improvement, according to Moody’s Investors Service.
  • FIG
    Lloyds Banking Group is aiming to tap a core of demand that will not buy master trusts with its new static pool UK RMBS, Headingley 2011-1. However it will continue to use its other funding avenues — the Permanent and Arkle master trusts.
  • FIG
    Skipton Building Society’s Darrowby No1 RMBS is oversubscribed at a level of 125bp for the ‘A1’ notes and 150bps for the ‘A2s’, with books expected to go subject later on Wednesday.
  • FIG
    Lloyds Banking Group has chosen to issue from a new UK RMBS programme, Headingley RMBS 2011-1, raising questions in the market about why the bank did not choose to use one of its existing master trust programmes.