AFME is pleased to circulate the European Securitisation Data Snapshot for Q2 2020.

Key highlights:

Q2 2020 European Issuance

• In Q2 2020, EUR 49.9 bn of securitised product was issued in Europe, an increase of 65.8% from Q1 2020 (EUR 30.1 bn) and a decrease of 17.8% from Q2 2019 (EUR 60.7 bn)

• Of this, EUR 13.2 bn was placed, representing 26.5% of the total, compared to EUR 21.4 bn placed in Q1 2020 (representing 71.1% of EUR 30.1 bn) and EUR 27.7 bn placed in Q2 2019 (representing 45.6% of EUR 60.7 bn)

• In Q2 2020, Pan-European CLOs led placed totals, followed by German Auto ABS and Spanish Auto ABS.

• Pan-European CLOs decreased from EUR 5.4 in Q1 2020 to EUR 4.5 bn in Q2 2020
• German Auto ABS increased from EUR 1.0 bn in Q1 2020 to EUR 1.4 bn in Q2 2020
• Spanish Auto ABS increased from EUR 1.0 bn in Q1 2020 to EUR 1.1 bn in Q2 2020