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.
The ECBC European Covered Bond Fact Book 2022 presents 11 articles on “Key Themes of the Year” in Chapter I:
Macroprudential instruments and their role in adding resilience to the covered bond market
Impact of Final Basel III on the EU Mortgage Sector
Sustainable Covered Bonds: Market Overview
Green Covered Bonds – An important contribution to climate neutrality
Social/sustainability Covered Bonds – Gaining Momentum
A Sustainable Housing Market: Towards A New Ecosytem Supporting The Transition Economy
Covered Bond Investor View: Private Buyers Return as the ECB Steps Back
Covered Bond Markets and Central Bank Policy in the Light of the COVID-19 Crisis
Liquidity And Trading Volume In The Eu Covered Bond Markets
Extendable Maturity Covered Bonds A New Era On The Horizon
The Rise Of New Covered Bond Markets
Liquidity and Volume in the EU Covered Bond Markets
provides a detailed explanation of covered bond fundamentals, explores regulatory issues, 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.
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 2021.
Please note that this update replaces the 2021 edition of the ECBC Fact Book, which is available on request by contacting email@example.com.
Please contact us at firstname.lastname@example.org