Securitization Spotlight

Insights on credit trends
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Moody's Talks - Securitization Spotlight


Season
Episode
14
/
May 27, 2022

ESG factors key to EMEA structured investors

Investors across markets are increasingly taking ESG factors into consideration. The structured finance world is no stranger to these efforts and their impact on transaction credit quality. To what extent have investor preferences and regulations driven changes to the structured finance market in recent years? And how is The Netherlands an example of how flooding risk factors into real estate collateral considerations?
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Season
Episode
13
/
April 29, 2022

Securitizations’ vulnerability to inflation and rising rates varies by market

Madhavi Bokil of our Credit Strategy and Research group joins host Aaron Johnson to lay out our inflation and interest rate forecasts. And then, Peter McNally, Frank Cerveny and Marie Lam of our Structured Finance group discuss the impact of inflation and rising interest rates on structured finance transactions around globe.
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Season
Episode
12
/
March 31, 2022

EMEA structured finance risks rise on Russian invasion; court ruling heightens risk for US consumer deals

Antonio Tena of our Structured Finance group and Atsi Sheth from our Credit Strategy and Research team join host Aaron Johnson to discuss the impact of the Russian invasion of Ukraine on European structured finance. And then Yehudah Forster, an attorney in our Structured Finance group, talks about the impact of a recent court ruling on US consumer debt-backed securitizations.
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Season
Episode
11
/
February 24, 2022

US BSL and CRE CLOs search for new domiciles; CRE CLO market matures

Lana Deharveng and Deryk Meherik of our Structured Finance group join host Aaron Johnson to discuss the impact of US collateralized loan obligations finding new domiciles, both those backed by corporate debt and those backed by commercial real estate debt.
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Season
Episode
10
/
January 27, 2022

Corporate ABS benefit from US economic turnaround

Corporate asset-backed securities (ABS), some of which were hit particularly hard by the pandemic, are now benefiting from the rapid economic rebound in the US. Growth in travel demand, particularly among consumers, will benefit several asset classes, including aircraft lease ABS. Meanwhile, persistently high used car prices will continue to boost rental car ABS credit quality and performance.
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Season
Episode
9
/
December 16, 2021

Structured finance performance remains strong as global economies recover

In this episode, Ed Manchester of our Covered Bond team and Jim Ahern, the head of our Structured Finance group, join host Aaron Johnson to discuss our outlooks for covered bonds and structured finance in general for 2022.
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Season
Episode
8
/
October 28, 2021

CLO issuance boom comes with documentation changes

In this month’s episode, Sam Spackman and Lana Deharveng of our Structured Finance team in NY join host Aaron Johnson to discuss the recent global CLO issuance boom and changes to deal documentation.
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Season
Episode
7
/
September 30, 2021

Effect of COVID-19 varies across Asia-Pacific region

In this month’s episode , Alena Chen of our Structured Finance team in Sydney, and Gracie Zhou of our Structured Finance team in Shanghai, join hosts Aaron Johnson and George Liondis to discuss the effect of COVID-19 on the performance of securitizations.
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Season
Episode
6
/
July 29, 2021

ABS performance is strong despite pandemic stresses

In this month’s episode, Nick Monzillo of our US Structured Finance team, and Tony Parry of our European Structured Finance team join hosts Aaron Johnson and Ruth Mantell to discuss the stronger-than-expected performance of asset-backed securities during the coronavirus pandemic.
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Season
Episode
5
/
June 24, 2021

Structured finance hot topics; New York emissions law will have minimal negative effect on CMBS

In this month’s episode, Jody Shenn of the Structured Finance team joins hosts Aaron Johnson and Ruth Mantell to discuss hot topics in the market. Then, Brian Snow from the Commercial Mortgage-Backed Securities (CMBS) team will talk about the effects of New York’s a new emissions law on CMBS.
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Season
Episode
4
/
May 27, 2021

Structured finance backs lending around the globe; SME ABS performance will depend on duration of SME support measures

In this month’s episode, Ifigenia Palimeri of our London Structured Finance team joins hosts Aaron Johnson and Xhensila Pisha to discuss the extent to which structured finance backs lending around the globe. And then, Chaitali Bharucha, from our New York Structured Finance team, and Monica Curti, from our Milan Structured Finance Team, will talk about the risks facing SME ABS as pandemic-driven support measures expire.
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Season
Episode
3
/
April 29, 2021

ESG risks vary across structured finance; CLOs turn to ESG-friendly investments

In this month’s episode, Peter McNally of our New York Structured Finance research team joins hosts Aaron Johnson and Tanguy Hespel to break down the extent to which asset classes globally face ESG-related risks. And then, Lana Deharveng, from our New York Structured Credit team, will talk about how CLOs are increasingly adopting ESG-focused investment criteria.
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Season
Episode
2
/
March 25, 2021

Libor transition looms larger for some asset classes than others

In this latest segment, Peter Hallenbeck of the Structured Credit team and Masako Oshima of the Consumer Assets team consider the effect that Libor transition will have on various structured finance asset classes. Plus, Aaron Johnson and Greg O’Reilly discuss the performance of structured finance collateral one year into the coronavirus pandemic.
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Season
Episode
1
/
February 25, 2021

New rules for qualified mortgages will add riskier collateral to US RMBS

In this month’s featured segment, Yehudah Forster of the Residential Mortgage-backed Securities team breaks down potential changes to the qualified mortgage rules, and what they mean for the credit quality of future RMBS. Plus, Aaron Johnson and Xhen Pisha draw on our 2021 outlooks to highlight the structured finance asset classes on the bumpiest roads as the economy recovers from a tumultuous 2020.
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