AFME is pleased to circulate the European Securitisation Data Snapshot for Q2 2021.
 

Key highlights:
Q2 2021 European Issuance

• In Q2 2021, EUR 36.4 bn of securitised product was issued in Europe, a decrease of 25.6% from Q1 2021 (EUR 48.9 bn) and a decrease of 26.0% from Q2 2020 (EUR 49.2 bn).
• Of this, EUR 26.1 bn was placed, representing 71.7% of the total, compared to EUR 30.0 bn placed in Q1 2021 (representing 61.3% of EUR 48.9 bn) and EUR 14.1 bn placed in Q2 2020 (representing 28.6% of EUR 49.2 bn).
• In Q2 2021, Pan-European CLOs led placed totals, followed by UK RMBS and German Auto ABS. 
  • Pan-European CLOs increased from EUR 6.6 bn in Q1 2021 to EUR 8.1 bn in Q2 2021.
  • UK RMBS decreased from EUR 12.7 bn in Q1 2021 to EUR 2.9 bn in Q2 2021.
  • German Auto ABS increased from EUR 1.5 bn in Q1 2021 to EUR 2.5 bn in Q2 2021.