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.
ECBC COVERED BOND STATISTICS
The Excel data files for the latest edition of the ECBC Fact Book can be downloaded by clicking here
The Contributors of ECBC Covered Bond Statistics can be downloaded by clicking here
The ECBC European Covered Bond Fact Book 2017 presents 11 articles on “Key Themes of the Year” in Chapter I:
Covered Bond Harmonisation: Where do we stand?
Covered Bond Purchase Programme 3: Implications for Primary and Secondary Markets
Liquidity Coverage Requirement in Practice
Liquidity and trading volume in the EU covered bond market.
MREL and TLAC: The Consequences of Bail-in Requirements for Protected Covered Bonds
Extendable Maturity Structures: The New Normal?
An Anatomy of a Successful Covered Bond Jurisdiction
Danish Non-Profit Social Housing and Mortgage Institutions: A Common Stand on Future Financial Regulation
The Energy Efficient Mortgages Action Plan (EeMAP) Initiative and Green Covered Bonds
Public Sector Covered Bonds: Refinancing Local Public Sector Investments and Export Loans
provides a detailed explanation of covered bond fundamentals, including reviews of some of the current European regulatory changes that have had/are bound to have a direct and significant impact on covered bonds, mainly the Capital Requirements Directive and Regulation (CRD IV and CRR), Liquidity Coverage Ratio and Solvency II. This chapter also includes articles outlining the repo treatment of covered bonds by central banks, investigating the relationship between covered bonds and other asset classes, such as senior unsecured and government bonds, and describing the USD & GBP denominated covered bond markets.
presents detailed explanations on the legislation and markets for covered bonds in 37 countries.
gives the rating agencies the opportunity to present their covered bond methodologies.
provides a description of trends in the covered bond market as well as a complete set of covered bond statistics.
Please note that this update replaces the 2016 edition of the ECBC Fact Book, which is available on request by contacting firstname.lastname@example.org.
A limited number of printed copies of the latest edition of the Fact Book are available to ECBC members on request. Please contact email@example.com.
To download the latest ECBC European Covered Bond Fact Book, please complete this form and click on “Download”. You will then receive an e-mail with the download link.