Colin Fleury, Head of Secured Credit, London, and Denis Struc and Ian Bettney, portfolio managers within the Secured Credit Team, examine securitisation transactions across various sectors and assess their performance prospects amid the Covid-19 crisis.

Summary:

  • In a paper published in May (Finding value in the Covid-19 crisis – an ABS view) we looked into how securitisation markets have generally performed in the early weeks of the Covid-19 related market volatility.
  • In this paper, we look at securitisation transactions on a fundamental basis, across various sectors to date, and assess their performance prospects as the impact of the Covid-19 crisis evolves.