Securitisation Insights - Morningstar DBRS

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Australian Versus UK Residential Mortgage Guarantee Schemes

Épisode 42

jeudi 21 mai 2026 • Durée 26:44

In the latest episode of our “Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Kevin Stephenson, Managing Director, Head of APAC Credit Ratings, and Ketan Thaker, Managing Director, European Real Estate & NPL Ratings, to discuss Australian and UK residential mortgage guarantee schemes.

Our analysts dive into a topic that sits at the intersection of housing policy, property markets, and credit risk. In Australia, the government’s expanded 5% deposit scheme is making it easier for first-time buyers to enter the market, but also raising important questions about affordability, house prices, and the risks embedded in high loan-to-value ratio lending. In the UK, the government is taking a more modest approach to its mortgage guarantee framework with a far less visible impact on the housing market. This episode addresses a key question: how do these differing government policy choices shape housing demand, market dynamics, and ultimately the credit risk to which investors are exposed?

Related Content:

“Australia's 5% Deposit Scheme: Balancing Affordability, Home Ownership, and Credit Risk”, https://dbrs.morningstar.com/research/478698

By downloading or listening to this podcast, you are agreeing to the Morningstar DBRS disclaimer and legal terms and conditions found at dbrs.morningstar.com/about/disclaimer and dbrs.morningstar.com/about/termsandconditions, including that the information provided is not investment, financial or other advice. Morningstar DBRS will not be liable for losses arising from your use of the information. Please note that the content of this podcast is intended for European audiences only.

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Evolution, Not Disruption: Chinese EVs Through an ABS Lens

Épisode 41

lundi 27 avril 2026 • Durée 18:50

In the latest episode of our “Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Guglielmo Panizza, Senior Vice President and Sector Lead of European ABS Ratings, and Xiaoxi Sun, Assistant Vice President of European ABS Ratings, Auto, to discuss Chinese electric vehicles (EVs) through an ABS lens.

Our analysts dive into a topic that sits right at the intersection of what people see on the road and what investors see in their portfolios. Chinese car brands, especially EVs, are becoming more visible across Europe. At the same time, we’re hearing about cheaper EVs coming from traditional manufacturers in 2026 and renewed concerns about petrol prices due to conflicts in the Middle East.

So, the key question is: does this change the risk behind the car loans and leases packaged into auto ABS?

Related Content:

“European Auto ABS: The Strategic Drive of Chinese Automakers Westward”, https://dbrs.morningstar.com/research/468742

By downloading or listening to this podcast, you are agreeing to the Morningstar DBRS disclaimer and legal terms and conditions found at dbrs.morningstar.com/about/disclaimer and dbrs.morningstar.com/about/termsandconditions, including that the information provided is not investment, financial or other advice. Morningstar DBRS will not be liable for losses arising from your use of the information. Please note that the content of this podcast is intended for European audiences only.

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Synthetic SRTs: From Capital Relief to Key Risks

Épisode 40

lundi 9 mars 2026 • Durée 28:36

In the latest episode of our “Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Andre Soutinho, Assistant Vice President, European RMBS & Covered Bond Ratings, and Nicola De Caro, Senior Vice President, Sector Lead, European Financial Institution Ratings, to discuss Significant Risk Transfer (SRT) transactions--and, in particular, the rapid growth of synthetic securitisations in Europe.

Over the last few years, SRTs have become a core part of how European banks think about capital, risk management, and balance‑sheet efficiency. These deals allow banks to transfer credit risk to investors, often without selling the underlying assets, freeing up capital and supporting new lending.

In this discussion, our analysts unpack how SRT transactions work, why synthetic deals have become so popular, what trends we’re seeing in the market, and how we analyse the key risks in structured finance and financial institutions. We also touch on recent and upcoming regulatory developments, including capital rules, supervisory expectations, and their implications for issuance going forward.

Related Content:

“European CMBS 2026 Outlook: On the Upswing”, https://dbrs.morningstar.com/research/471388
“Demystifying Credit: Data Centres”, https://dbrs.morningstar.com/research/453420

By downloading or listening to this podcast, you are agreeing to the Morningstar DBRS disclaimer and legal terms and conditions found at dbrs.morningstar.com/about/disclaimer and dbrs.morningstar.com/about/termsandconditions, including that the information provided is not investment, financial or other advice. Morningstar DBRS will not be liable for losses arising from your use of the information. Please note that the content of this podcast is intended for European audiences only.

By downloading or listening to this podcast, you are agreeing to the Morningstar DBRS disclaimer and legal terms and conditions found at and , including that the information provided is not investment, financial or other advice. Morningstar DBRS will not be liable for losses arising from your use of the information. Please note that the content of this podcast is intended for European audiences only.

Australian Structured Finance Outlook

Épisode 38

jeudi 18 décembre 2025 • Durée 22:40

In the latest episode of our “European Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Kevin Stephenson, Managing Director, Head of APAC Credit Ratings, to discuss Australia’s securitisation market.

Australia's securitisation market is heading into 2026 with real momentum, supported by a AAA-rated sovereign, resilient borrowers, and a well-regulated financial system, even as global macro and geopolitical risks continue to dominate headlines. In this episode, our analysts unpack why issuance is on track to push toward AUD 100 billion next year and what a cautious Reserve Bank of Australia easing cycle and still-healthy labour market mean for credit performance. Our experts analyse how housing shortages, data-centre build-out, and new asset classes like solar asset-backed security and equity-release residential mortgage-backed securities are reshaping deal flow.

The discussion also explores whether global headwinds--from U.S.-China tensions and tariffs to Al-driven data-centre risk and private credit growth--pose a genuine threat to Australian structured finance or whether the country's diversification, modest public debt, and investor demand from super funds and offshore buyers will keep spreads supported and volumes robust.

Related Content:

“UK BTL RMBS Performance Report: Q2 2025” (25 September 2025), https://dbrs.morningstar.com/research/463139

By downloading or listening to this podcast, you are agreeing to the Morningstar DBRS disclaimer and legal terms and conditions found at dbrs.morningstar.com/about/disclaimer and dbrs.morningstar.com/about/termsandconditions, including that the information provided is not investment, financial or other advice. Morningstar DBRS will not be liable for losses arising from your use of the information. Please note that the content of this podcast is intended for European audiences only.

Italian NPLs

Épisode 36

mardi 4 novembre 2025 • Durée 21:28

In the latest episode of our “European Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Clarice Baiocchi, Vice President and Sector Lead of European Structured Finance Ratings, Surveillance, and Sijia Aulenbacher, Assistant Vice President of European Structured Finance Ratings, Surveillance, to discuss Italian nonperforming loan (NPL) securitisations.

Our analysts delve into the details of recent performance trends based on the latest issuer reports and shed light on the evolution of servicer business plans and transaction structures. They discuss various factors like NPL recoveries and their timings, recovery expenses, as well as senior note amortisation speeds. The panel also share their thoughts and expectations on further developments in the Italian NPL and securitisation markets.

Related Content:

“Italian Nonperforming Loan Securitisations Performance--Q2 2025 Update” (24 September 2025), https://dbrs.morningstar.com/research/463004/
“Italian Nonperforming Loan Securitisations Business Plans Evolution--Q2 2025 Update” (24 September 2025), https://dbrs.morningstar.com/research/463005
“Italian Nonperforming Loan Securitisations Transaction Structures--Q2 2025 Update” (24 September 2025), https://dbrs.morningstar.com/research/463006

By downloading or listening to this podcast, you are agreeing to the Morningstar DBRS disclaimer and legal terms and conditions found at dbrs.morningstar.com/about/disclaimer and dbrs.morningstar.com/about/termsandconditions, including that the information provided is not investment, financial or other advice. Morningstar DBRS will not be liable for losses arising from your use of the information. Please note that the content of this podcast is intended for European audiences only.

UK Housing Market

Épisode 35

mercredi 8 octobre 2025 • Durée 29:05

In the latest episode of our “European Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by European Structured Finance Ratings Surveillance analysts, Andrew Lynch, Vice President and Sector Lead, and Clare Wootton, Vice President, to discuss the UK Housing Market.

In this episode, our analysts discuss the recent trends in UK house prices and the mortgage market, delving into details of UK RMBS transactions and how they are performing against the backdrop of the current macroeconomic environment. The panel highlight some of their observations across the prime and nonprime sectors, discussing the key drivers and challenges faced, and share their thoughts and expectations on the asset performance of UK RMBS transactions going forward.

Related Content:

“UK Prime and Nonprime RMBS Performance Report: Q2 2025” - https://dbrs.morningstar.com/research/463138

By downloading or listening to this podcast, you are agreeing to the Morningstar DBRS disclaimer and legal terms and conditions found at dbrs.morningstar.com/about/disclaimer and dbrs.morningstar.com/about/termsandconditions, including that the information provided is not investment, financial or other advice. Morningstar DBRS will not be liable for losses arising from your use of the information. Please note that the content of this podcast is intended for European audiences only.

Covered Bonds in Focus

Épisode 34

lundi 15 septembre 2025 • Durée 20:22

In the latest episode of our “European Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Tomas Rodriguez-Vigil Junco, Senior Vice President, Sector Lead, European RMBS & Covered Bond Ratings to discuss the world of covered bonds.

In this episode, Chaudry and Rodriguez-Vigil Junco discussed the background of covered bonds, how they differ from typical securitisations, and why they remain such an important funding tool in European markets. They took a closer look at our “Global Methodology for Rating and Monitoring Covered Bonds”, which is out for Request for Comment, highlighting some key changes under consideration and the reasons behind them. Additionally, they touched on some of the broader trends we're observing across the covered bond landscape.

Related Content:
“Global Methodology for Rating and Monitoring Covered Bonds--Request for Comment”
https://dbrs.morningstar.com/research/462239

By downloading or listening to this podcast, you are agreeing to the Morningstar DBRS disclaimer and legal terms and conditions found at dbrs.morningstar.com/about/disclaimer and dbrs.morningstar.com/about/termsandconditions, including that the information provided is not investment, financial or other advice. Morningstar DBRS will not be liable for losses arising from your use of the information. Please note that the content of this podcast is intended for European audiences only.

Spain's Foreclosure and Bankruptcy Landscape

Épisode 33

lundi 18 août 2025 • Durée 17:56

In the latest episode of our “European Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Jorge Aranda Rodriguez, Senior Analyst, European Nonperforming & Reperforming Loan Ratings, to discuss Spain's foreclosure and bankruptcy landscape.

Chaudhry and Aranda Rodriguez dived into the latest statistics around foreclosures and bankruptcies in Spain. At first glance, the numbers appear stable as foreclosure filings are at historic lows and the banking system’s nonperforming loan ratio is just 3.2%. However, our analysts noted that these positive indicators may mask a series of underlying vulnerabilities.

Related Content:

“Spain's Foreclosure and Bankruptcy Landscape: Stability on the Surface, Pressure Beneath” (14 July 2025) https://dbrs.morningstar.com/research/458132

By downloading or listening to this podcast, you are agreeing to the Morningstar DBRS disclaimer and legal terms and conditions found at dbrs.morningstar.com/about/disclaimer and dbrs.morningstar.com/about/termsandconditions, including that the information provided is not investment, financial or other advice. Morningstar DBRS will not be liable for losses arising from your use of the information. Please note that the content of this podcast is intended for European audiences only.

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Qualité et score du flux RSS

Historique des publications

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