Performing residential mortgages (RMBS) spread analysis - Jul. 2004 (ENG/ITA)

Talete Creative Finance

The report produced by Securitisation.it concerns the performing residential mortgages transactions (RMBS) presented in the Deals page of the site. The analysis of the spreads of the senior and mezzanine tranches covers the period: 1st qtr 2000 - Jul 2004. The first two graphs (Spreads Senior/Mezzanine Tranches AAA/A - 3m Euribor) show the spreads ordered by the date of issue. The second two graphs (Senior/Mezzanine Tranches AAA/A - SPREAD vs EXPECTED MATURITY- 3m Euribor) show the spreads ordered by expected maturity # UPDATE Aug. 2004 #

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