In this episode of DBRS Morningstar’s “European Securitisation Insights” podcast, host Mudasar Chaudhry, Head of European Structured Finance Research, focuses on the European auto asset-backed securities (ABS) sector and key changes in transaction structures within this space due to rising interest rates.

Chaudhry is joined by Guglielmo Panizza, Vice President, and Miklos Halasz, Assistant Vice President, both from our European ABS team to discuss how increasing interest rates are affecting excess spreads and how portfolio asset repricing is evident in European auto ABS transactions.

Related Content:

• European ABS: Excess Spread Compression in Auto ABS: https://www.dbrsmorningstar.com/research/413373/european-abs-excess-spread-compression-in-auto-abs
• Oldie but not Goldie: Vehicle Manufacturer Analysis in European Auto ABS: https://www.dbrsmorningstar.com/research/410084/oldie-but-not-goldie-vehicle-manufacturer-analysis-in-european-auto-abs 

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