The European market for significant risk transfer (SRT) transactions has grown substantially in recent years. These financial instruments are…

  We update our forecasts of NPL Ratios in many countries based on the most recent macroeconomic scenarios of the…

  The July performance update report of rated Italian non-performing loan (NPL) securitisations is now available as pdf and online.…

  In May 2024, the Asian Development Bank (ADB) published a detailed report on the operational and legal issues related…

  Last week the NPL Advisory Panel of the European Commission has published a paper on the role of securitisations…

  This research delves into the intricate relationship between macroeconomic factors and the UK housing market, exploring whether these connections…

  We investigate the application of 17 machine learning models to predict recovery rates of Italian non-performing loans. Our data…

  The GACS government-guarantee scheme successfully helped Italian banks with removing large volumes of NPL from their balance sheets. However,…

  We explore the transition frequencies for Italian loans to small and medium size enterprises from non-performing to performing, i.e.…

  In prior studies we projected the development of the ratio of non-performing loans to total loans (NPL Ratio) under…

  We ask whether non-performing bank loans in Europe will rise because of high inflation and high energy prices and…

  The statistical valuation of granular loan portfolios requires investors to determine the most suitable recovery curves.   In this…

  NPL Markets Ltd. is pleased to announce the release of an extended suite of valuation models for illiquid performing…

  We analyse credit data from the EU-wide bank stress and the risk dashboard published by the European Banking Authority…

  In this article we report on recent regulatory developments and focus on challenges in meeting the disclosure requirements for…

  We comment on recent developments regarding the data requirements for NPL transactions and the revised data templates published by…

  We explain why challenger credit models are important to capture the impact of Covid on loan performance especially where…

  In this article we describe how different auction formats are relevant for different types of NPL and how the…

  We summarize our initial experience and highlight some pitfalls with preparing ESMA-compliant securitisation disclosures.   The new regulatory disclosure…

  Our update on the development of non-performing loans after the economic contraction caused by COVID-19.   We update our…

  Asset-backed securities (ABS) of non-performing loans (NPL) in Europe have been issued mostly in Italy thus far with a…

  Whilst the COVID-19 pandemic is dominating all NPL related news, it’s easy to forget about impending new regulation concerning…

  The COVID-19 pandemic has caused a sudden slump in economic activity across most countries. The first quarter of 2020…

  The volume of legacy NPL is still elevated in many of the European countries which are now severely hit…

  Larger NPL portfolios, whether sold outright or securitised, are typically heterogeneous in terms of default vintage, borrower type, collateral…

  Can asset-backed securities with missing data be compliant with securitisation regulation? We recently published an article on The importance of…

  The year 2020 will see important changes in the use and disclosure of detailed recovery cash flow data for…

  This best practice guide explains the data format and minimum data requirements of the NPL Markets platform to sell…

  This is a snapshot of the first of two technical documents providing details for the valuation of illiquid loans…

  This is a snapshot of the first of two technical documents providing details for the valuation of illiquid loans…