S&P Global Ratings’ global structured finance research provides the latest credit insights, including all asset class presales, industry news, and sector trends.
AnnuallyGlobal and various regional reports recapping previous annual performance and discussing outlooks for the various structured finance sectors (by region and product).
SemiannuallyAn update on the global asset-backed commercial paper (ABCP) market. It discusses market trends, the top 10 sponsors and asset types, among other things.
QuarterlyA comprehensive analysis of ABS transaction performance in Australia and New Zealand and valuable insight into the performance of the programs' underlying assets and securities. The quarterly report provides comparative data on each program.
MonthlyPerformance indicators provided.
MonthlyThe report tracks the performance of the China auto ABS and RMBS rated by S&P Global Ratings.
QuarterlyReview of China securitization transactions, including those issued under the credit asset securitization (CAS) scheme managed by the China Banking and Insurance Regulatory Commission (CBIRC) and People’s Bank of China (PBOC), the securitization scheme managed by the China Securities Regulatory Commission (CSRC), and the asset-backed notes (ABN) scheme managed by China’s National Association of Financial Market Institutional Investors (NAFMII).
QuarterlyPerformance indicators provided.
QuarterlyCredit card ABS performance indicators provided.
MonthlyPerformance tracker of the U.S. auto loan ABS market.
QuarterlyCMBS data for the European region, including maturities, delinquencies, and specially serviced loans, as well as rating and note-level matters.
MonthlyInsights on the performance of overall delinquency rate (DQ) of the U.S. CMBS market, including charts of delinquencies rates by vintage and property type.
QuarterlyPerformance review of U.S. single-asset single-borrower (SASB) and conduit commercial mortgage-backed securities.
OngoingReport on the local covered bond market (i.e.: Spanish, Dutch, German, French, Danish, Swedish, Norwegian, and Finnish). It explains how the relevant legal framework works, provides an overview on the local mortgage market, compares key characteristics of the existing programs, and includes the results of a scenario analysis.
QuarterlyPerformance and developments in the European and global covered bond market, including new programs rated.
QuarterlyVarious reports analyzing portfolio data provided by the program’s administrator of the Spanish Multicedulas as part of S&P Global Ratings’ covered bond program surveillance. The data for all covered bond programs is presented in a standardized format.
OngoingArrears data for prime and nonconforming loans in addition to other RMBS loan subsets. The data provided covers the entire Australian RMBS portfolio of loans. In addition, the quarterly RMBS Performance Watch provides an update on housing and mortgage market themes and additional data sets, including prepayment rates and pool statistics for the entire Australian and New Zealand RMBS sector.
QuarterlySeparate publications for European, U.K., Italian, Spanish, Dutch, and Portuguese RMBS markets; showing comparative analysis for key performance indicators.
AnnuallyA look back at issuance and credit trends observed in the U.K., Dutch, Spanish, Italian, French, and Irish RMBS markets in the previous year, and what these trends may mean for developments going forward for each jurisdiction.
OngoingReport provides updates to this list as S&P Ratings adds, confirms, or removes third-party due diligence firms.
OngoingS&P Global Ratings’ outlook assumptions to help market participants better understand its current approach to reviewing different RMBS markets.
AnnuallySurveillance reports on the structured notes issued by Japan Housing Finance Agency (JHF), highlighting performance trends in the underlying pools of loan receivables.
AnnuallyThe combined performance trend of pools of all the RMBS transactions that companies in Japan’s private sector originated, rated by S&P Global Ratings.
OngoingList of U.S. residential mortgage originators and aggregators, providing mortgage operational assessment (MOA) rankings and associated losses coverage adjustment (LCA) factors for these companies.
OngoingUpdates on the servicer evaluation sector.
QuarterlyReport examines the aggregated asset quality held by European CLOs, observed through key credit metrics.
QuarterlyThe report provides quarterly updates of S&P Global Ratings' lists of the top companies with loan issuances held by U.S. broadly syndicated collateralized loan obligations (BSL CLOs) and the industry categories these companies operate within, both ranked on a dollar-weighted basis. It includes analyses of the significance of the top 250 CLO obligors, obligor and industry diversification, and the top 50 CLO obligors. This report replaces "The Most Widely Referenced Corporate Obligors In Rated U.S. BSL CLOs" and "Sector Averages Of Reinvesting U.S. BSL CLO Assets" quarterly reports.
QuarterlyKey themes and insights on leveraged finance for North American markets.
OngoingFull list of U.S. CLO defaults and periodical updates as the tally of U.S. CLO ratings lowered to ‘D’ changes due to additional CLO tranches defaulting.
QuarterlyThe tracker includes a table listing of rating actions on issuers with loans held in U.S. broadly syndicated loan (BSL) CLOs that have taken place since the start of 2022. It is updated periodically as new corporate rating actions occur.
MonthlyThis report is S&P Global Ratings' summary update of U.S. BSL CLO Index's credit metrics and notable credit themes.
WeeklyIn response to investors' growing interest following the coronavirus pandemic and ongoing credit effects on companies and European CLOs, S&P Global Ratings is publishing a regularly updated list of rating and recovery rating actions we have taken globally on nonfinancial corporations that have had an effect on European CLOs, and a summary of how European CLOs have been affected with key benchmarks.