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RMBS

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  • FIG
    Guidance on ABN Amro’s Dolphin 2011-1 Dutch RMBS is 135bp-140bp over three month Euribor for the five year senior notes — 10bp inside the guidance on the last Dutch RMBS, Delta Lloyd’s Arena 2011, and inside secondary market bid prices. ABN Amro, JP Morgan, Rabobank and Royal Bank of Scotland are the lead managers.
  • FIG
    European RMBS investors were treated to roadshows from Santander’s Holmes and ABN Amro’s Dolphin master trusts this week, following a well covered market-opening print from Delta Lloyd’s Arena 2011-1 last Friday (January 22).
  • FIG
    Santander will bring the first UK prime RMBS deal of the year to market, through Holmes 2011-1. It has mandated BNP Paribas, Deutsche Bank, JP Morgan, and Santander GBM for a roadshow to start next week.
  • FIG
    Delta Lloyd’s Arena 2011-1 Dutch RMBS will close on Friday, according to syndicate bankers managing the sale.
  • FIG
    Guidance on Arena 2011-1, the first European RMBS of 2011, will be 105bp-110bp on the ‘A1’ notes and 145bp-150bp on the ‘A2s’, but deal progress has been slow, as harsher regulatory disclosure requirements start to bite.
  • FIG
    European ABS market participants say spreads have stayed solid ahead of the Standard & Poor’s criteria changes next Tuesday, which will see up to 90% of European RMBS go on CreditWatch Negative.
  • FIG
    Jefferies sold the Eu91m first loss piece of SNS’s HERMES XVII into the market in December 2010, a deal which could turn out to be the last equity tranche of any Dutch securitisation to come to market.
  • FIG
    JPMorgan’s ABS outlook for the year says that the regulatory preference for covered bonds at the expense of securitisation has never been more prominent.
  • FIG
    Rabobank and Royal Bank of Scotland will take Delta Lloyd’s Arena 2011-1 transaction on the road this week, in what could be the first European RMBS of 2011. But investors and issuers alike are waiting nervously for the introduction of Standard & Poor’s new counterparty criteria next week, which could see more than 80% of the European RMBS market placed on CreditWatch Negative.