Deutsche launches European ABS index
Deutsche Bank has launched a European AAA floating-rate securitised bond index. The index will capture the performance of the European asset- and mortgage-backed securities market and focuses on the largest and most liquid AAA component of euro-denominated floating-rate notes.
The launch comes roughly 18 months after Lehman Brothers rolled out its first European ABS index. Deutsche Bank estimates there to be roughly €600 million of European securitised bonds outstanding as of mid-2005.
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