EMEA ABS & RMBS Outlook
Performance was stable and issuance volumes were high in 2021, but will these trends continue in 2022?
What are the main supply and demand drivers this year and how will inflation and interest rates affect the performance of ABS and RMBS transactions in the EMEA markets?
Hear Alexander Batchvarov, Managing Director, Bank of America Merrill Lynch in conversation with Olga Gekht and Tony Parry, Senior Vice Presidents from our Structured Finance Group to debate these points. The webinar discussion will last about 45 minutes followed by a Q&A.
Discussion Points
- Expectations for issuance for ABS/RMBS asset classes in 2022
- Issuance mix and spread evolution
- Impact of central bank support programmes on issuance volumes
- Main regulatory changes expected to affect structured finance market - Expectations and challenges for issuance of ESG transactions
- Expectations for performance of ABS/RMBS asset classes in 2022
- Impact of inflation and interest rates on performance
- Trends in house price evolution
- Long term impact of COVID support measures on performance trends
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SpeakersOlga Gekht Senior Vice President/Manager, Structured Finance Group Moody's Investors Service
Alexander Batchvarov Managing Director, Head of International Structured Finance Research Bank of America Merrill Lynch
Tony Parry Senior Vice President - Structured Finance Moody's Investors Service
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Dr Alexander Batchvarov is a managing director and Head of International Structured Finance research at BofA Merrill Lynch Global Research, and has held this role since he joined Merrill Lynch in 1998.
Based in London, his regular research publications include: European Structured Finance and Cross-Product Weekly, European Structured Finance – ABS, as well as the Annual Structured Finance and Covered Bond Market Reviews for Europe, Japan and Australia. His team often releases in-depth reports on sector and industry specific topics, and comments on salient regulatory issues for the SF & CB markets.
Batchvarov joined Bank of America Merrill Lynch in 1998 and in this time has also served as Head and co-Head of Global Mortgages and other Structured Finance between 2007 and 2010. Prior to this, Batchvarov worked in FIG at Citibank, New York and as a structured finance analyst and sovereign analyst at Moody’s Investors Service, New York.
Batchvarov has an MSc in Economics and International Economic Relations from the National Institute of Economics, Bulgaria, a PhD in Economics from the National Academy of Sciences, Bulgaria, and an MBA from Alberta School of Business, University of Alberta, Canada. He is a CFA Charterholder and Member of AIMR and NYSSA. He speaks Bulgarian, Russian, French and Spanish.
Anthony Parry, Senior Vice President / Manager, leads a team of structured finance
credit analysts located across various European offices in the assignment of new
ratings to EMEA ABS and RMBS transactions. Anthony has published and spoken
extensively on Moody’s behalf since joining the company over ten years ago. Prior
to his current role, Anthony spent over seven years as a senior analyst in the
Moody’s EMEA RMBS team and a period dedicated to methodology development
for all asset classes within structured finance.
Prior to joining Moody’s, he spent several years in risk and modelling roles in the
life and general insurance industry. Anthony holds an undergraduate degree in
Mathematics from The University of Manchester and is a part-qualified Actuary.