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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
June 2016 European DataWarehouse GmbH 3
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
Source: European DataWarehouse
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
Source: 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
June 2016 European DataWarehouse GmbH 4
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
7 Orange Lion 2016-14 RMBS B.V.
ING BELGIUM SA/NV 5774.00 Dutch
RMBS
8 Orange Lion 2016-15 RMBS B.V.
ING BELGIUM SA/NV 5785.00 Dutch
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
1015 ABS Deals and 50 mn Loans as of June 2016
June 2016 European DataWarehouse GmbH 5
SME
A total of 157 SME Deals & 1.51 mn loans or loan parts
Deal Name Data OwnerAmount (in EUR Million)
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
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)
New SME Deals in Edwin* & Updates
Updates
*New deals in Edwin refers to the transactions created and uploaded within the last two months
Auto ABS
9220
14119
5433
1
GermanyFranceSpain
ItalyUK
NorwayNetherlands
FinlandPortugal
Austria
Total Deals 162
1015 ABS Deals and 50 mn Loans as of June 2016
June 2016 European DataWarehouse GmbH 6
A total of 162 Auto ABS Deals & 9.91 mn loans or loan parts
Deal Name Data OwnerAmount (in EUR Million)
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
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)
New Auto ABS Deals in Edwin* & Updates
*New deals in Edwin refers to the transactions created and uploaded within the last two months
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
1015 ABS Deals and 50 mn Loans as of June 2016
June 2016 European DataWarehouse GmbH 7
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
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)
A total of 65 Consumer Deals & 18.39 mn loans or loan parts New Consumer Deals in Edwin* & Updates
*New deals in Edwin refers to the transactions created and uploaded within the last two months
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
1015 ABS Deals and 50 mn Loans as of June 2016
June 2016 European DataWarehouse GmbH 8
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
June 2016 European DataWarehouse GmbH 9
Corporate Address:European DataWarehouse GmbH Walther-von-Cronberg Platz 260594 Frankfurt am MainGermanyEuropean Transparency Register ID Number: 781559916266-15
+49 (0) 69 8088 4300
www.eurodw.eu
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