AFME is pleased to circulate the European Securitisation Data Snapshot for Q2 2022

Key highlights:

Q2 2022 European Issuance

• In Q2 2022, EUR 34.0 bn of securitised product was issued in Europe, a decrease of 46.8% from Q1 2022 (EUR 63.9 bn) and a decrease of 6.6% from Q2 2021 (EUR 36.4 bn).
• Of this, EUR 15.8 bn was placed, representing 46.6% of the total, compared to EUR 32.7 bn placed in Q1 2022 (representing 51.2% of EUR 63.9 bn) and EUR 26.1 bn placed in Q2 2021 (representing 71.7% of EUR 36.4 bn).
• In Q2 2022, Pan-European CLOs led placed totals, followed by UK RMBS and Dutch RMBS
  • Pan-European CLOs decreased from EUR 9.8 bn in Q1 2022 to EUR 4.0 bn in Q2 2022
  • UK RMBS decreased from EUR 14.1 bn in Q1 2022 to EUR 3.1 bn in Q2 2022; and
  • Dutch RMBS increased from EUR 0.3 bn in Q1 2022 to EUR 1.6 bn in Q2 2022.