CORPORATE PRESENTATION Q3 2020
WHO WE ARE COMPANY European DataWarehouse (ED) provides loan and bond level data as well as documentation repository services for the fixed income market ED currently hosts data for over 1250 Asset-Backed Security Transparency & (ABS) transactions and private portfolios belonging to Accessibility: several different originators across Europe Centralisation: Fast access to Unique and central data disaggregated data: repository for European relevant information CLIENTS ABS and loan portfolios allows a high degree of ABS portfolio transparency More than 500 data owners, data providers and data users are registered with ED Standardisation: Originators, issuers, sponsors and servicers upload ABS data to ED, while data users including investors, data Standardised vendors, rating agencies and public institutions use ED data definitions and for monitoring and risk assessment purposes reporting formats for quick and efficient comparison 2
A UNIQUE ORGANISATION ED was created in 2012 as part of the implementation of the European Central Bank ABS Loan Level Initiative. ED became fully operational in January and is funded and owned by a mix of market participants. ED operates as a utility to respond to the need for improved transparency to investors and other market participants in ABS. SHAREHOLDER MEETING SUPERVISORY BOARD: Consists of currently 13 17 SHAREHOLDERS representatives and is responsible for the strategy and monitoring ED’s operations as a market initiative. PRICING COMMITTEE SUPERVISORY BOARD 13 MEMBERS 8 MEMBERS PRICING COMMITTEE : Consists of currently 8 members from the ABS industry and is responsible for setting the fee CHAIRMAN structure for ED clients. The fees are set in line with ED’s PROFESSOR JOSÉ MANUEL GONZÁLEZ-PÁRAMO utility approach ED MANAGEMENT CEO – CHRISTIAN THUN 17 SHAREHOLDERS 3
WHAT WE DO ED DATABASE CHANNELS CHANNELS EDitor EDitor API EDvance UPLOAD DOWNLOAD SFTP API DATA TOOL KIT SFTP ED Cloud 4
HISTORY 2009 2010 2011 2012 • The European Central Bank • ECB announced the ABS Loan • The European DataWarehouse • The European DataWarehouse (ECB) introduced the concept Level Data (LLD) Initiative project GmbH (ED) was formed in of standardised loan level data Frankfurt , Germany • was launched in December reporting across Europe 2011 2013 2014 2015 2016 • ED officially started operating 800 ABS deals were created in A deal document repository, ED Cloud Pro was launched • • • Edwin to enhance investor analysis • ED developed the Toolkit and enabling direct access to the was implemented EDplus products entire universe of ED loan and A private area within EDwin • for ABS transactions was ED Cloud, Data Quality bond level data • launched Tracking System and ED More than 1000 ABS deals are • Quality Checker (EDQC) were currently stored in Edwin launched 2017 2018 First covered bond was Editor was launched • • uploaded in EDwin Data Quality Scores (DQS1 & • EBA NPL • DQS2) were made available to DO/DPs & DUs EDvance, a web-based • solution designed for investors, analysts and researchers was launched 5
KEY FIGURES > 35,000 17 80 mm > 2 bn 8m OUR LLD LLD submissions average daily loans or loan parts loan records securitised properties submissions 1567 15 7 23 OUR DEALS ABS deals stored in jurisdictions asset classes LLD submissions per transaction on average ED database 28 15 7 OUR FIRM years supporting team members languages spoken transparency 6
KEY FIGURES Basic statistics of European DataWarehouse database of Public deals by asset class Number of Public Deals Redeemed or Number of 800 Asset Class Active Total Amortised¹ loans² 700 RMB 411 332 743 16.02 600 AUT 103 153 256 16.31 SME 62 138 200 2.17 500 CMR 74 53 127 26.55 400 LES 18 32 50 0.63 300 CRE 11 2 13 18.43 CMB 0 5 5 12 200 TOTAL 679 715 1394 80.12 100 1 Upload of loan level data has discontinued, typically due to bond redemptions 0 2 based on only the latest LLD submissions (numbers in Millions) RMB AUT SME CMR LES CRE CMB 3 based on only the latest LLD submissions (numbers in Millions) 4 Number of loan sponsors in whole numbers Active Redeemed or Amortised¹ 7
THANK YOU // CONTACT US EUROPEAN DATAWAREHOUSE GMBH Walther-von-Cronberg-Platz 2 60594 Frankfurt am Main www.eurodw.eu enquiries@eurodw.eu +49 (0) 69 50986 9017 8
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