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RMBS

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  • Moody’s Investors Service has downgraded another $3.74 billion of subprime residential mortgage securities, bringing the total of lower rating actions to roughly $7 billion since Friday.
  • FIG
    Fresh from the private placement of Storm 2011-1 and 2011-2 last week, Obvion is aiming to sell Strong 2011-I, a Eu1.2bn Dutch prime RMBS with a 100% NHG-guarantee. Rabobank and Société Générale are lead managers.
  • FIG
    Lead managers JP Morgan and Natixis priced Veneto Banca’s Claris RMBS 2011 on Thursday but while the A1 tranche was sold at the initial guidance, the A2 tranche required a wider price to clear.
  • FIG
    Eurosail-UK 2007 3-BL, a Lehman-sponsored UK non-conforming RMBS, is not insolvent, according to a Court of Appeal judgment handed down on Monday morning.
  • FIG
    Rabobank and ABN Amro opened a tender offer for the notes of Shield I, and the B-E notes of Smile 2005 on Wednesday, a pair of ABN synthetic securitisations for which it no longer receives capital relief.
  • FIG
    Skipton Building Society’s Darrowby No. 1 is set to be the next UK prime RMBS deal to hit the market, with JP Morgan and Royal Bank of Scotland running a roadshow in London on Thursday and Friday.
  • FIG
    Barclays Capital structured finance analysts this week highlighted risks to investors in the E-MAC NL 2004-1 and E-MAC NL 2008-1 Dutch RMBS.
  • FIG
    Lead manager Rabobank this week placed Eu1.5bn of Obvion’s Storm RMBS with a third party investor, following a Eu2bn private placement from the same series in 2010.
  • FIG
    Veneto Banca is set to offer a Eu560m RMBS after lead managers JP Morgan and Natixis took the issuer on a roadshow this week in a deal buoyed by spread tightening and a lack of alternative supply.