european datawarehouse - eurodw.eu · european datawarehouse (ed) is the first centralised data...

Corporate Presentation – October 2014

European DataWarehouseData User Products & Services – 2018

July 2018 European DataWarehouse GmbH 2

Data Users are typically ABS market

participants that access and analyse the

underlying data for relative value, due diligence

and monitoring purposes.

ED currently has more than 200 data user

institutions including more than 160 investors

across Europe and the US

Accessing Data

European DataWarehouse (ED) is the first centralised data repository in Europe for collecting, validating and distributing detailed,

standardised and asset class specific loan level data (LLD) for Asset-Backed Securities (ABS) and private whole loan portfolios. ED as a

market initiative aims to increase transparency and restore investor confidence in the ABS market. By accessing ED data, market

participants are able to analyse underlying portfolios in a more efficient way and compare portfolios on a systematic basis

including performance trends

Who uses ED Data? What Data does ED have?

RMBS SME CMBS Auto ABS Consumer Finance ABS Leasing ABS Credit Card ABS Public Sector DECCs

ABS Asset Class

Private Asset Class

Additional Credit Claims

RMBS

SME

Auto

Consumer

Leasing

How to access ED Data?

EDwin

Basic

API

Premium

EDplus

ED Direct Access

EDvance

0.62%

1.24%

1.86%

3.11%

3.73%

4.97%

6.21%

7.45%

9.32%

13.04%

13.04%

35.40%

Belgium

Luxemburg

Portugal

Ireland

Spain

Other

France

Netherlands

Italy

US

Germany

UK

European DataWarehouse GmbH 3

User Interfaces

✓ Access to individual loan

level data files

✓ Data download in Excel,

CSV or XML formats

✓ Access to the universe

of loan level data stored

in EDwin across

submissions

✓ Automatic download of

loan level data to a local

database using a

desktop software for

your selected deals

✓ Programmatic download of

loan level data into internal

database one deal at a

time

ED Direct

Access

Database of loan level data

accessible via direct SQL

queries

EDwin

Secure website to

access the European ABS

database including loan

level data and

documentation

API

Application Programming

Interface (API) to integrate

seamlessly EDwin into internal

applications

EDplus

Software application to

download ABS loan level

data in database format

based on specific queries

across asset classes and

jurisdictions

July 2018

Basic Premium

Web application that

provides users access to

rich, seamless loan & bond

level data, in an easy,

convenient and interactive

way

✓ Analysts

✓ Investors

✓ Researchers

EDvance


Analysts | Investors | Researchers

✓ Web application that provides users access to rich, seamless loan & bond level data, in

an easy, convenient and interactive way

✓ Designed specifically for:

Analysts:

Make smart and accurate data driven decisions. Create a compelling story

based on in-depth analysis backed by interactive visualisations. Gain a

comprehensive 360-degree view

Investors:

Instantly look up information from both Investor Report Data & Loan Level Data

side-by-side. Always stay on top of your portfolio and generate monitoring

reports with a click of a button

Researchers:

Gain unparalleled Insights into the European Credit Market. Harness the power

of ~ 1 billion loan data records across Europe

www.edvance.eurodw.eu

Comprehensive Data Just One Click Away

Home Page


1. Quick Search: allows the user to search a specific deal by Deal Name, ED Code, ISIN or Bloomberg Ticker

2. My Portfolio: contains deal listings of previously added deals allowing the user to stay up-to-date on selected deals

3. Statistics: displays key information at a glance, such as total deals in EDwin, total loans in EDwin and deals by asset class

4. Advance Search / Browse Deals: displays the entire universe of deals in EDwin and allows the user to search a deal by ED Code, Deal Name, Deal Owner,

Vintage, Country and Status (active / inactive)

Once the user has logged in with the EDwin credentials, the Home page is rendered and four main sections are displayed:

1

2

4

3

➢ My portfolio has a new feature:

▪ Multi-portfolio: ability to create more than one personalised portfolio

Deal Summary


After selecting/searching for the desired

deal, the Deal Summary page is given,

showing:

1. All key information about the

outstanding bond and its supporting

asset pool

2. Performance and delinquency

information as pie charts (print and

download options available) and

tables

3. Pool Cut-Off (PCD) Period - listing

all the PCDs for the selected deal,

allowing the user to navigate

between different submissions

4. Summary information from LLD

5. DQS1 and DQS2 at a glance

6. ED Commentary

7. By clicking on Add Deals to Portfolio,

the user can add a specific bond /

tranche to My portfolio

An unlimited number of deals can be

added

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8. Your ED Analyst one click away

▪ Contact directly your ED Analyst for clarifications

Deal History


The History page provides a detailed transaction

history of the chosen deal:

1. Performance History (toggle switch to select

between number of loans and % of current

balance)

Performance information

▪ View historical performance statistics

across all the submissions of the deal

▪ Ability to select specific parameters such

as:

o performing / arrears / default status

Delinquency history

▪ View delinquency rates across all the

submissions of the deal

▪ Ability to filter by months in arrears

2. Pool Summary – Time Series

Loans & Current Balance (toggle switch to select

between active loans and % of current balance)

▪ View historical information over the past

PCDs

Weighted Averages – evolution of WAs

3. Transition Matrix (toggle switch to select

between number of loans and % of current

balance)

▪ View how the underlying asset pool

changes over time (between two

submissions)

▪ The reference period of the submissions

can be customised

Deal Benchmarks


In the Deal Benchmarks page,

the user has the opportunity to

benchmark any given deal

against the same issuer,

vintage and country

1. Performance Benchmarks:

allows benchmarking of

several parameters:

▪ Arrears > 2 months

▪ Arrears > 3 months

▪ Arrears

▪ Default

2. Distribution and Weighted

Average Benchmarks:

allows to benchmark

between additional

parameters:

▪ Seasoning

▪ Interest Rate

▪ RTM

▪ CLTV

▪ OLTV

▪ Possibility to print and

download all charts and

tables

Issuer

The Geo page provides

averages per geo-region for

key numeric data fields, such

as:

- Current Balance

- Original Balance

- Loan Term

- Primary Income

- Loan to Value (LTV)

- Months in Arrears

▪ The deal’s geo distribution

can instantly be compared with

the:

- Entire country

- Vintage

- Issuer

▪ Geo distributions are based

on ED computed regions,

derived from either the

postcode or NUTS code

▪ Ability to filter and select

specific parameters such as:

- Account Status

- Months in Arrears

- Loan Term

- Interest Rate Type

▪ Ability to zoom in and out into

a specific region

Deal Geo


Stratifications


This page provides stratification

tables/graphs for most mandatory fields

of the ECB reporting templates allowing

the user to understand the underlying

asset pool of the selected transaction

1. Apply Filters: to slice any table by

several parameters such as

▪ Account Status:

Performing / Arrears / Default /

Redeemed / Repurchased /

Other

2. Stratification tables: to select by

several parameters such as:

▪ Account Status

▪ Months in Arrears

▪ Original Balance

▪ Current Interest Rate

▪ Current Loan to Value

▪ Loan Term

3. Comparison: the user has the option

to compare one deal with one or

more deals and perform loan portfolio

analysis:

▪ Comparison of deals by

o Country

o Vintage

o Issuer

o Other Deals

o Same Data Owner

o Current PCD with past PCD

▪ Possibility to print and download all

charts and tables

The Loan Level Data Analyser gives the user a

comprehensive Microsoft PowerBI powered Business

Intelligence experience:

▪ Select an asset class: the user has the option to

choose a specific asset class to analyse

▪ Select a sheet: After selecting the asset class, the

Overview sheet is displayed outlining key

information, such as Total Loans and Total Deals

for the relevant asset class

o Additional sheets can be selected (based on

the asset class) such as:

- Account Status / Arrears / Borrower

▪ Apply filters and drill down functions: the user can

apply several filters to the analysis, such as:

o Active Deals / Country / Data Owner / Deal

Name / Account Status / Current Balance, etc.

o The drill down function allows the user to

conduct a deeper analysis of the data

▪ Export the chart and graph: the user has the

option to export the Summarized data and the

Underlying data in Excel format

Loan Level Data (LLD) Analyser


Additional Features


Monitoring Page

▪ Ability to generate a monitoring report (Excel) for the selected deal

▪ Choice of what to include in the report

o Bond information

o Asset information

o Performance information

o Benchmarks

Downloads Page

1. Download LLD files

▪ For any PCD period

▪ 2 formats available: CSV & Excel

2. Download files

• Transaction documents

Alerts

▪ Get deal notifications

EDvance & EDvance Premium


Loan Level Data (LLD)

✓ Deal Search

✓ Deal Summary

✓ Deal History

✓ Deal Benchmarks

✓ Strats tables & multi-comparisons

✓ Monitoring Reports

✓ My portfolio

✓ LLD Analyser

✓ Download LLD files

✓ Deal Commentaries

✓ Geo strats

✓ Contact Analyst

✓ Data Quality Scores (DQS1 & DQS2) at a glance

Investor Reports (IR) library

EDvance EDvance Premium

All EDvance functions

ED Adjusted Values

Constant Default Rate (CDR) Calculations

Deal Summary with IR extracted information


Application Programming Interface (API)

The EDwin Application Programming Interface (API) services allow issuers, investors, data vendors and other users seamless integration

of EDwin into their application

Principal Benefits of EDwin API Services

• Easy to integrate into custom applications

• Secure SSL connection and authentication

services

• Platform and technology independence to

provide interoperability

• Standard technologies: XML, SOAP, WSDL

• Support for transfer of large files through SOAP

Message Transmission Optimisation Mechanism

EDplus

July 2018

EDplus is a desktop software application designed to download loan and bond level data in a

database, enabling complex query based analysis.

Data Users can create a local copy of the EDwin database on their desktop and view multiple data

files in Excel or write standard SQL queries to perform further analysis


Local database Postgre

SQL

Configurator to

select LLD for

download

GraphicalUser

InterfaceFlexibility UsabilityConnectivity

PerformanceSynchronisation

EDwin Database System User Interface

July 2018

EDwin, ED software application, is a bespoke, fully integrated software platform designed and developed specifically to collate ABS deal,

loan and bond level information into a single, centralised database

Deal Listing table

• Asset country, vintage, interest payment date

and pool cut-off date information

• Total assets and current balance for each deal

• Default sorting by latest submission

• View up to 100 deals in one page

Advanced Search page

• Ability to save frequent searches

• Easily operated interface

• Search at once by multiple ED Codes and

ISINs comma separated, Data Owners, Data

Providers

Deal Information page

• Separate portfolio summary section

• Grouping of key fields to enhance the visual

appeal

• Prominent download button directs user to a

separate download page where data can be

downloaded in xlsx and CSV formats


[email protected]


Research:

Latest Publications

ED Commentary on Italian Loan-Level Data


ED carried out a survey to gather evidence regarding the

ABS LLD reporting practices for:

• Primary Income

• Arrears Balance and Number of Months in

Arrears

• Litigation

• Default or Foreclosure

• Loss on Sale

• Cumulative Recoveries

Special Report: ED Commentary on Italian LLD

For the complete report:

https://eurodw.eu/research-papers/


The “V” in LTV and Why It Matters


ED published an article in the EMF’s HYPOSTAT 2017

The article focuses on the LTV, a key credit

risk indicator and shows that:

• There are many ways to calculate an LTV,

conveying different information

• Higher LTV loans perform worse than low

LTV loans

• Average LTV values and breakdown

depend on the country and the economic

cycle

• The valuation used in the LTV should be

updated overtime id the updated LTV is to

stay relevant as a predictor of LGD (Loss

Given Default)

ED will publish indexed valuations as

calculated fields to compensate for the lack up

updated valuations in some markets

For the complete report: https://eurodw.eu/research-papers/



Deal Spotlight: in-depth information at a glance

Read more at: https://eurodw.eu/research-papers/

• The Deal Spotlight aims to provide in-depth information

of a selected deal at a glance and gives an insight on

both the bond and loan level

• It also highlights key characteristics, such as:

➢ Current interest rate

➢ Current balance

➢ Original loan balance

➢ Geographical concentration

➢ NACE Industry Code distribution

Deal Spotlight


ED Insights Blog


Learn more at: https://eurodw.eu/blog/

▪ Did you know… that by using ED loan level data, you can identify

the differences in Auto loan prices?

✓ interesting insights

✓ facts

✓ helpful information on the market

✓ how to use Loan Level Data in our

daily lives

ED Insights Blog with:

For example

that prior to 2009 almost all loans included in

Spanish Auto securitisations were for brand new

cars (>96%) ?

You can also follow us on:

▪ Did you know…

https://eurodw.eu/blog/

https://twitter.com/EuroDW

https://www.linkedin.com/company/european-datawarehouse

https://www.youtube.com/channel/UCJSjU9oHv_60BTkX4YXmQug

Contact Details


Corporate Address:

European DataWarehouse GmbH

Walther-von-Cronberg Platz 2

60594 Frankfurt am Main

GermanyEuropean Transparency Register ID Number: 781559916266-15

+49 (0) 69 50986 9017

[email protected]

www.eurodw.eu

This presentation (the “Presentation”) has been prepared by European DataWarehouse GmbH (the

“Company”) and is being made available for information purposes only.

The Presentation is strictly confidential and any disclosure, use, copying and circulation of this

Presentation is prohibited without the consent from the Company.

Information in this Presentation, including forecast financial information, should not be considered as

advice or a recommendation to investors or potential investors in relation to holding, purchasing or

selling securities or other financial products or instruments and does not take into account your

particular investment objectives, financial situation or needs. No representation, warranty or

undertaking, express or implied, is made as to the accuracy, completeness or appropriateness of the

information and opinions contained in this Presentation.

Under no circumstances shall the Company have any liability for any loss or damage that may arise

from the use of this Presentation or the information or opinions contained herein.

Certain of the information contained herein may include forward-looking statements relating to the

business, financial performance and results of the Company and/or the industry in which it operates.

Forward-looking statements concern future circumstances and results and other statements that are not

historical facts, sometimes identified by the words “believes”, expects”, “predicts”, “intends”, “projects”,

“plans”, “estimates”, “aims”, “foresees”, “anticipates”, “targets”, “may”, “will”, “should” and similar

expression.

The forward-looking looking statements, contained in this Presentation, including assumptions, opinions

and views of the Company or cited from third party sources are solely opinions and forecasts which are

uncertain and subject to risks.

Disclaimer

https://twitter.com/EuroDW

https://www.linkedin.com/company/european-datawarehouse

https://www.youtube.com/channel/UCJSjU9oHv_60BTkX4YXmQug

https://eurodw.eu/blog/

european datawarehouse - eurodw.eu · european datawarehouse (ed) is the first centralised data...

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