ECBC European Covered Bond Fact Book
The EMF-ECBC is pleased to present the latest edition of the ECBC European Covered Bond Fact Book, which is intended to be a benchmark and comprehensive source of information on the covered bond asset class.
Click on the image below to download the PDF version.
The Excel data files for the latest edition of the ECBC Fact Book can be downloaded by clicking here and a video introduction to these by the Chairman of the ECBC Statistics & Data Working Group can be found below.
The ECBC European Covered Bond Fact Book 2021 presents 12 articles on “Key Themes of the Year” in Chapter I:
Long Term Financing for Local Public Sector Green and Social Investments
The Fallout of the Covid-19 Crisis
The Impact on Covered Bonds of Central Bank Responses to the Covid-19 Pandemic
Energy Efficient Mortgages Initiative – EEMI
Sustainable Covered Bonds: Market Overview
Green Covered Bonds: An Important Contribution to Market Neutrality
Social/Sustainability Covered Bonds – Gaining Momentum
The Investor's Perspective
Digitalization in the Mortgage and Covered Bond Financing Market
Global and CEE Covered Bond Market
Extendable Maturity Covered Bonds - The new Norm
Liquidity and Volume in the EU Covered Bond Markets
provides a detailed explanation of covered bond fundamentals, the state of play on the latest implementations of the Covered Bond Directive and of Basel III, the Capital Markets Union (CMU), the Liquidity Coverage Ratio (LCR), Solvency II, bail-in mechanisms (MREL and TLAC), and covered bond protection. This chapter also includes articles outlining the repo treatment of covered bonds by central banks, investigates the relationship between covered bonds and other asset classes, such as senior unsecured and government bonds, and describes the USD, GBP and domestic currency denominated covered bond markets.
presents an overview of the legislation and markets in 42 different countries, demonstrating the worldwide success and recognition, and the continued spread of the asset class
sets out credit rating agencies’ various covered bond methodologies.
provides a description of trends in the covered bond market, as well as a complete set of covered bond statistics up to the end of 2020.
Please note that this update replaces the 2020 edition of the ECBC Fact Book, which is available on request by contacting firstname.lastname@example.org.
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