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ABS to boost SMEs

The British Business Bank (BBB) is considering securitisation as part of its wider remit to increase...

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  • 1 ABS to boost SMEs

    The British Business Bank (BBB) is considering securitisation as part of its wider remit to increase funding to UK SMEs. It a...

  • 2 Growing trade

    Receivables ABS opportunities emerging
    A number of UK government legislative initiatives are expected to help breathe life into small busin...

  • 3 Proof of concept

    Risk transfer regulatory, structuring considerations discussed
    Representatives from Reed Smith and StormHarbour Securities recently provided an introduction to cap...

  • 4 SCI Start the Week - 30 November

    A look at the major activity in structured finance over the past seven days
    Pipeline The pace of pipeline additions slowed last week due to Thanksgiving. The final count consi...


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SCI Database Tools

PriceABS Market Colour Last updated: 30 November 2015

Daily prices from US and European secondary market trades:

  • ACACL 2007-1A C / 600,000 / TALK / CLO
  • ACIS 2015-6A B2 / 1,000,000 / TALK / CLO
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ABS/CDO Database Last updated: 27 November 2015

Deals added last week Include:

  • Bavarian Sky Compartment Germany Auto Leases 4 / Auto lease ABS
  • Driver UK Master Compartment 2 series 2015-1 (preplaced) / Auto ABS
  • VCL Master Residual Value Compartment 2 2015 (retained) / Auto lease ABS
  • FREMF 2015-K50 / CMBS

Deal Pipeline Last updated: 1 December 2015

Recent additions include:

  • Fuyuan 2015-2 Retail Auto Mortgage Loan Securitization TrustCNY3bn / ABS
  • Vita Capital VI Series 2015-1 / $100m / ILS
  • FREMF 2015-K721 / $1.09bn / CMBS
  • FT PYMES Santander 12 / €2.94bn / CDO

CMBS Loan Events Last updated: 27 November 2015

Details of events since March 2011 impacting loans securitised in CMBS:

  • WINDM X / Fortezza
  • WFCM 2010-C1 / Dividend Capital Portfolio
  • CSMC 2006-C4 / Ritz Carlton South Beach

CDO Manager Transfer Database Last updated: 17 November 2015

Discover where a manager of a CDO has changed, the deal name and original manager:


Top five CDS wideners and tighteners each day.


Full name Rank code

Change (bp)


Top 5 tighteners day-on-day
Avon Products, Inc. SEN -22.33 1114.44
Frontier Communications Corporation SEN -22.99 651.05
Novafives SEN -15.23 634.14
Sprint Communications Inc SEN -18.43 911.15
Stena AB SEN -20.70 541.06
Top 5 wideners day-on-day
Anglo American PLC SEN 19.17 690.92
Banco Nacional de Desenvolvimento SEN 17.32 512.65
Kinder Morgan Inc SEN 15.28 418.47
Petroleo Brasileiro SA - PETROBRAS SEN 21.45 820.02
Vale S.A. SEN 18.67 546.37

Source: Fitch Solutions

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Latest jobs

Job Swaps Last updated: 27 September 2015

First Name Last Name Company Moved To Type New Role
Andrew Feachem Mizuho International Bank Co-head, Structured Solutions
Juan Carlos Martorell Mizuho International Bank Co-head, Structured Solutions
Addison McMillan Waterstone Defeasance Commercial Real Estate Director, Irvine Office
Yago Valderrama StormHarbour Advisory Managing Director, Spanish Institutional Clients
Alejandro Gonzalez-Ruiz StormHarbour Advisory Managing Director, Structuring & Client Solutions
Peter Nowell SCOR Reinsurance Global Head of Stucturing, Financial Solutions
Bill James ING Americas Bank Co-Head, Structured Finance Americas
Pieter Pujipe ING Americas Bank Co-Head, Structured Finance Americas
Edwin Jordan Tokio Millennium Re (TMR) Reinsurance Head of Capital Solutions Unit