European DataWarehouse - · PDF fileContact Details June 2016 European DataWarehouse GmbH 9...

Corporate Presentation – October 2014

European DataWarehouseABS Market Coverage – June 2016

in 2015 an average of 16 LLD files have been uploaded on adaily basis

1015 deals are stored in ED database (Edwin)

• 712 are outstanding and 303 have been redeemed or

amortised

more than 50 million of loans or loan parts and 10 million data

points for properties are stored in Edwin

Key ED Figures as of June 2016

June 2016 European DataWarehouse GmbH 2

Number of ABS transactions, loans or loan parts and properties

Average daily updates

there are more than ten thousand LLD submissions stored in Edwin with 10 LLD submissions per transaction on average

for transactions issued in 2014 and 2015, the average number of LLD submissions is equal to 11 and 7 respectively

Asset Class Active Redeemed or Amortised1 Total

RMBS 453 134 587

SME 79 78 157

Auto ABS 115 47 162

Consumer 46 19 65

Leasing 13 20 33

Credit Card 6 - 6

CMBS - 5 5

Total 712 303 1015

Table 1 Basic statistics of Edwin database, breakdown by asset class

Number ofloans2

Number of borrowers3

13.76 9.78

1.51 0.96

9.91 7.78

18.39 12.16

0.39 0.23

6.49 5.24

12 124

50.45 36.15

1 Upload of loan level data hasdiscontinued, typically given bondredemptions2 All amounts in mn with the exception ofCMBS figures3 All amounts in mn with the exception ofCMBS figures, as of 1st September 20154 Number of loan sponsors

Number of loan level data (LLD) submissions

050

100150200250300

ED Loan Outstanding Volume2 (Bn)CMBS

Credit Card

Leasing

Consumer

Auto ABS

SME

RMBS


Dataset Composition as of June 2016

2 Sum of current balances. The currency depends on the relevant underlying assets. Austria,Sweden, Norway, Finland and Luxembourg are not included in the chart

Source: European DataWarehouse

020406080

100120

1999

2000

2001

2002

2003

2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

2014

2015

2016

Breakdown by Vintages (no. of deals)

CMBS

Credit Card

Leasing

Consumer

Auto ABS

SME

RMBS


050

100150200250300

ED ABS Transactions1 (no. of deals)CMBS

Credit Card

Leasing

Consumer

Auto ABS

SME

RMBS

1 Austria, Sweden, Norway, Finland and Luxembourg are not included in the chartSource: European DataWarehouse


02468

1012141618

2015

2016

2015

2016

2015

2016

2015

2016

2015

2016

2015

2015

2015

2015

2015

2015

2015

1 2 3 4 5 6 7 8 9 10 11 12

Monthly Deal Creation (no. of deals)

CMBS

Credit Card

Leasing

Consumer

Auto ABS

SME

RMBS

193132

12137

2926

2318

71

SpainNetherlands

ItalyPortugal

UKIrelandFrance

BelgiumGermanySweden

Total Deals 587

1015 ABS Deals and 50 mn Loans as of June 2016


RMBS

A total of 587 RMBS Deals & 13.76 mn loans or loan parts

The loan count calculation is based on the total number of loans reported for each transaction in Edwin to date. All amounts in 000s (k)

3,794

2,2181,778 1,578 1,436 1,363

684 589 312 5

Total Loans 13.76 mn

New RMBS Deals in Edwin* & Updates

Deal Name Data OwnerAmount (in EUR Million)

Description

1 Home Loan Invest 2016 KBC Bank NV 3270.00 Belgian RMBS

21 Arena NHG 2016-I B.V. Amstelhuys N.V. 622.00 Dutch RMBS

3 Essence VI B.V. NIBC Bank N.V. 633.40 Dutch RMBS

4 GREEN STORM 2016 B.V. Obvion N.V. 271.29 Dutch

RMBS

5 Hypenn RMBS V B.VNationale-

Nederlanden Bank N.V.

531.00 Dutch RMBS

6 Orange Lion 2016-13 RMBS B.V.

ING BELGIUM SA/NV 3001.00 Dutch

RMBS



RMBS



RMBS

9 BBVA RMBS 16 FTEUROPEA DE TITULIZACION S.A. S.G.F.T.

1344.00 Spanish RMBS

10 HT Abanca RMBS IABANCA

CORPORACION BANCARIA,S.A.

900.00 Spanish RMBS

*New deals in Edwin refers to the transactions created and uploaded within the last two months

YTD 2016 Eurozone RMBS total issuance is EUR 49.8 bn,according to JPM

83

41

12

8

5

4

3

1

SpainItaly

FrancePortugal

GermanyNetherlands

BelgiumLuxembourg

Total Deals 157



SME

A total of 157 SME Deals & 1.51 mn loans or loan parts


Description

Berica PMI 2 Srl Banca Popolare di Vicenza S.p.A. 1171.00 Italian

SME

528

297 294234

80 42 34 2

Total Loans 1.51 mn YTD 2016 Eurozone SME total issuance is EUR 4.6 bn, accordingto JPM


New SME Deals in Edwin* & Updates

Updates


Auto ABS

9220

14119

5433

1

GermanyFranceSpain

ItalyUK

NorwayNetherlands

FinlandPortugal

Austria

Total Deals 162



A total of 162 Auto ABS Deals & 9.91 mn loans or loan parts


Description

1Cars Alliance Auto Loans Germany V

2016-1

RCI Banque SA, Niederlassung Deutschland

722.80 German Auto ABS

2 Private VCL 2016-1Volkswagen

Financial Services AG

480.50 German Auto ABS

3SC Germany Auto

2016-1 UG (haftungsbeschränkt)

SANTANDER CONSUMER

BANK AG600.00 German Auto

ABS

4 A-Best Fourteen S.R.L. FCA Bank S.p.A 963.30 Italian

Auto ABS

4,792

2,228913 772 721

198 121 85 57 23

Total Loans 9.91 mn


New Auto ABS Deals in Edwin* & Updates


Full year 2015 Eurozone Auto ABS issuance was EUR 8.0 bn(Germany 39%, Italy 26%, Portugal 16% and France 10%).Edwin covers the 92% of the newly issued transactions

YTD 2016 Eurozone Auto ABS total issuance is EUR 8.2 bn,according to JPM

Updates



Consumer Deal Name Data OwnerAmount (in EUR Million)

Description

1 Consumer Three S.R.L. UniCredit S.p.A. 4077.35 Italian Consumer

2 SUNRISE 2016/1 SUNRISE SRL 1199.00 Italian Consumer

3 TOWERS CQ SRL TOWERS CQ SRL 1507.00 Italian

Consumer

4 BPCE Consumer Loans FCT 2016_5 BPCE 5000.00 French

Consumer

5 FCT LAFFITTE 2016 BNP Paribas 3000.01 FrenchConsumer

33

15

10

4

2

1

Italy

France

Spain

Germany

Netherlands

Portugal

Total Deals 65

9,064

6,001

2,747436 94 49

Italy Spain France Germany Netherlands Portugal

Total Loans 18.39 mn


A total of 65 Consumer Deals & 18.39 mn loans or loan parts New Consumer Deals in Edwin* & Updates


Updates

Full year 2015 Eurozone Consumer Finance ABS issuance wasEUR 16.9 bn (Italy 62%, France 14%, Germany and Spain 8%).All transactions are uploaded to Edwin

YTD 2016 Eurozone Consumer Finance ABS total issuance isEUR 16.1 bn, according to JPM



The loan count calculation is based on the total number of loans reported for each transaction in Edwin to date. All amounts in 000s (k) with the exception of CMBS figures

Leasing Credit Card CMBS

25

5

2

1

Italy

Germany

Spain

Portugal

Total Deals 33

3

1

1

1

France

Spain

UK

Ireland

Total Deals 6

1

1

1

1

1

Italy

France

Multi Country

Germany

Ireland

Total Deals 5

321

5910 4

Italy Germany Spain Portugal

Total Loans 394 k3,146

2,694

522125

France UK Spain Ireland

Total Loans 6.49 mn3

23

21 1

Total Loans 12

Contact Details


Corporate Address:European DataWarehouse GmbH Walther-von-Cronberg Platz 260594 Frankfurt am MainGermanyEuropean Transparency Register ID Number: 781559916266-15

+49 (0) 69 8088 4300

[email protected]

www.eurodw.eu

This presentation (the “Presentation”) has been prepared by European DataWarehouse GmbH (the “Company”) and is being made available for information purposes only.

The Presentation is strictly confidential and any disclosure, use, copying and circulation of this Presentation is prohibited without the consent from the Company.

Information in this Presentation, including forecast financial information, should not be considered asadvice or a recommendation to investors or potential investors in relation to holding, purchasing orselling securities or other financial products or instruments and does not take into account yourparticular investment objectives, financial situation or needs. No representation, warranty orundertaking, express or implied, is made as to the accuracy, completeness or appropriateness of theinformation and opinions contained in this Presentation.Under no circumstances shall the Company have any liability for any loss or damage that June arisefrom the use of this Presentation or the information or opinions contained herein.

Certain of the information contained herein June include forward-looking statements relating to thebusiness, financial performance and results of the Company and/or the industry in which it operates.Forward-looking statements concern future circumstances and results and other statements that are nothistorical facts, sometimes identified by the words “believes”, expects”, “predicts”, “intends”, “projects”,“plans”, “estimates”, “aims”, “foresees”, “anticipates”, “targets”, “June”, “will”, “should” and similarexpression.The forward-looking looking statements, contained in this Presentation, including assumptions, opinions and views of the Company or cited from third party sources are solely opinions and forecasts which are uncertain and subject to risks.

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