European Securitisation Insights

European Auto ABS: A Sector Update

Episode Summary

In this episode of DBRS Morningstar’s “European Securitisation Insights” podcast, host Mudasar Chaudhry, Head of European Structured Finance Research, focuses on the European auto asset-backed securities (ABS) sector and key changes in transaction structures within this space due to rising interest rates. Chaudhry is joined by Guglielmo Panizza, Vice President, and Miklos Halasz, Assistant Vice President, both from our European ABS team to discuss how increasing interest rates are affecting excess spreads and how portfolio asset repricing is evident in European auto ABS transactions.

Episode Notes

In this episode of DBRS Morningstar’s “European Securitisation Insights” podcast, host Mudasar Chaudhry, Head of European Structured Finance Research, focuses on the European auto asset-backed securities (ABS) sector and key changes in transaction structures within this space due to rising interest rates.

Chaudhry is joined by Guglielmo Panizza, Vice President, and Miklos Halasz, Assistant Vice President, both from our European ABS team to discuss how increasing interest rates are affecting excess spreads and how portfolio asset repricing is evident in European auto ABS transactions.

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