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Credit enhancement to support NC RMBS

25 July 2014

The UK non-conforming RMBS sector has benefitted greatly from the low interest rate environment. The timing, frequency and magnitude of rate rises will be the next key driver of future performance, according to European securitisation analysts at Barclays Capital. To assess the impact of such rate rises and other economic variables, the Barcap an...

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Non-core sales bring CMBS boost

24 July 2014

The recapitalisation of European CRE lenders through non-performing or non-core CRE loan sales should provide a supply of new opportunities. This, in turn, could potentially fuel increased European CMBS issuance. CRE loan and REO sales for the first half of the year totalled €40.9bn, compared to €30.3bn for the entirety of 201...

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Mixed bag out for busy CMBS session

23 July 2014

US CMBS BWIC volume totalled around US$650m yesterday as a mixed bag of securities from various vintages were put out for the bid. SCI's PriceABS data captured a range of price talk and covers. PriceABS picked up 29 unique US CMBS tranches from yesterday's bid-lists, including the BAYC 2006-4A A2 tranche. That tranche was talked at 83, after it h...

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Loan TRS 'welcome' addition

23 July 2014

Total return swaps (TRS) on investment grade and high yield credit indices in Europe and the US have seen moderate success over the past two years. However, the recent extension of Markit's suite of TRS to include leveraged loans is expected to garner more attention - both in terms of addressing loan market hedging demand and helping CLO...

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