2019 “Securitisation

Data Provider of the Year”

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WHAT IS EUROPEAN DATAWAREHOUSE?

European DataWarehouse is the first securitisation repository in Europe for collecting, validating and making available for download detailed, standardised and asset class specific loan-level data (LLD) for Asset-Backed Securities (ABS) transactions and private whole loan portfolios. Developed, owned and operated by the market, we help to facilitate risk assessment and to improve transparency standards for European ABS deals.

HOW DOES IT WORK?

European DataWarehouse collects loan-level data from issuers and performs a variety of data quality check to ensure the uploaded information is of the highest quality. This data is used by investors, national banks, consulting firms, rating agencies and a variety of other users to make informed decisions regarding investments or strategy. Our data provides both micro and macro insight into individual deals, geographies and asset classes.

Our core principles

Centralization

We serve as a unique and central data repository for European ABS and whole loan portfolios across and range of asset classes.

Transparency and Accessibility

We provide fast access to data in both aggregated and dis-aggregated formats, allowing for a high degree of ABS portfolio transparency.

Standardization

Standardised definitions and reporting formats allow for quick and efficient benchmarking and instantaneous insight.

What our Customers say

“The European DataWarehouse will play an important role in the development of STS securitizations through its dedication to data quality and the principle of data transparency for the European ABS market.”

Santander Global Corporate Banking

“EDW is a very useful tool for gathering data upon European securitizations. Its constant aim at delivering excellence and standardization is a serious asset for every professional in structured finance looking for relevant statistics”

Crédit Foncier

“Sapient Global Markets views the European DataWarehouse as an important part of the market infrastructure. We look forward to continuing to support ED.”

Sapient Global Markets

“As the initiator of the “DEUTSCHER VERBRIEFUNGSSTANDARD”, TSI was an early advocate of high transparency and quality in the securitisation market. It was therefore only natural that TSI would also support the ECB’s transparency initiative early on. Thanks to the European DataWarehouse, ABS bonds are today by far the most transparent asset class in Europe and set the standard other asset classes still need to meet.”

True Sales International

“For the Dutch Securitisation Association (DSA), the European Datawarehouse has added their in-depth knowledge of data quality issues to our own efforts to increase transparency and standardisation of (Dutch) securitisation transactions. We look forward to benefit from the ongoing development of expertise in the EDW team”.

Dutch Securitisation Association

RESEARCH ARTICLES

Index Report |

06.11.2019

Italian SME Index

Third Party Research |

28.10.2019

ECB: The Impact of Lending Standards on Default Rates of Residential Real Estate Loans

Third Party Research |

18.10.2019

Bank of Spain: Beyond the LTV Ratio-New Macroprudential Lessons from Spain

Third Party Research |

01.10.2019

Framing Bias in Mortgage Refinancing Decisions and Monetary Policy Pass-Through

Explanatory Report |

17.09.2019

Data Availability Report (PDF)

Our database hosts the loan-level data (LLD) of all public deals used for ECB repo collateral, as well as data for private securitisations. The following report describes the evolution of our data availability for public active securitisations from Q4 2013 to Q1 2019.

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Company statistics
> bn

loan records

+

deals stored

mm

loans or loan parts

>

LLD submissions