Securitisation Insights

Epizodes

• Climate Risk Exposure in RMBS 01.07.2026 40min

  In the latest episode of our “Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, is joined by Christian Aufsatz, Managing Director of European Structured Finance Ratings, and Steven Fortier, Vice President of Global Physical Climate Risk Data and Analytics, to discuss climate risk exposure in residential mortgage-backed securities (RMBS).
• Global ABS 2026 Recap 11.06.2026 14min

  In the latest episode of our “Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, collated the thoughts of Morningstar DBRS analysts featured at this year’s Global ABS conference in Barcelona.
• UK Securitisation Framework and FCA CP 26/6 28.05.2026 16min

  In the latest episode of our “Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Miklos Halasz, Vice President, European ABS Ratings, Auto, and Andrew Lynch, Vice President, Sector Lead, European Structured Finance Ratings, Surveillance, to discuss the UK securitisation framework and the Financial Conduct Authority’s (FCA) Consultation Paper CP 26/6 (CP 26/6 or the Consultation).
• Australian Versus UK Residential Mortgage Guarantee Schemes 21.05.2026 26min

  In the latest episode of our “Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Kevin Stephenson, Managing Director, Head of APAC Credit Ratings, and Ketan Thaker, Managing Director, European Real Estate & NPL Ratings, to discuss Australian and UK residential mortgage guarantee schemes.
• Evolution, Not Disruption: Chinese EVs Through an ABS Lens 27.04.2026 18min

  In the latest episode of our “Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Guglielmo Panizza, Senior Vice President and Sector Lead of European ABS Ratings, and Xiaoxi Sun, Assistant Vice President of European ABS Ratings, Auto, to discuss Chinese electric vehicles (EVs) through an ABS lens.
• Synthetic SRTs: From Capital Relief to Key Risks 09.03.2026 28min

  In the latest episode of our “Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Andre Soutinho, Assistant Vice President, European RMBS & Covered Bond Ratings, and Nicola De Caro, Senior Vice President, Sector Lead, European Financial Institution Ratings, to discuss Significant Risk Transfer (SRT) transactions--and, in particular, the rapid growth of synthetic securitisations in Europe.
• European Data Centre Securitisation 09.02.2026 16min

  In the latest episode of our “Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Mirco Iacobucci, Associate Managing Director, European Commercial Real Estate Ratings, to discuss data centres.
• Australian Structured Finance Outlook 18.12.2025 22min

  In the latest episode of our “European Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Kevin Stephenson, Managing Director, Head of APAC Credit Ratings, to discuss Australia’s securitisation market.
• UK Buy-to-Let Sector 11.11.2025 24min

  In the latest episode of our “European Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Andrew Lynch, Vice President and Sector Lead of European Structured Finance Ratings, Surveillance, and Petter Wettestad, Vice President of European Structured Finance Ratings, Surveillance, to discuss the UK’s buy-to-let (BTL) sector.
• Italian NPLs 04.11.2025 21min

  In the latest episode of our “European Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Clarice Baiocchi, Vice President and Sector Lead of European Structured Finance Ratings, Surveillance, and Sijia Aulenbacher, Assistant Vice President of European Structured Finance Ratings, Surveillance, to discuss Italian nonperforming loan (NPL) securitisations.
• UK Housing Market 08.10.2025 29min

  In the latest episode of our “European Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by European Structured Finance Ratings Surveillance analysts, Andrew Lynch, Vice President and Sector Lead, and Clare Wootton, Vice President, to discuss the UK Housing Market.
• Covered Bonds in Focus 15.09.2025 20min

  In the latest episode of our “European Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Tomas Rodriguez-Vigil Junco, Senior Vice President, Sector Lead, European RMBS & Covered Bond Ratings to discuss the world of covered bonds. Chaudry and Rodriguez-Vigil Junco discuss the background of covered bonds, how they differ from typical securitisation, and why they remain such an important funding tool in European markets. They take a closer look at Morningstar DBRS's Global Methodology for Rating and Monitoring Covered Bonds, which is out for Request for Comments, highlighting some key changes under consideration and the reasons behind them. They also touch on some of the broader trends we're observing across the covered bond landscape
• Spain's Foreclosure and Bankruptcy Landscape 18.08.2025 17min

  In the latest episode of our “European Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Jorge Aranda Rodriguez, Senior Analyst, European Nonperforming & Reperforming Loan Ratings, to discuss Spain's foreclosure and bankruptcy landscape.
• Irish Buy-to-Let Sector 16.07.2025 26min

  In the latest episode of our “European Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Andrew Lynch, Vice President of European Structured Finance Ratings, Surveillance, and Petter Wettestad, Vice President of European Structured Finance Ratings, Surveillance, to discuss the Irish buy-to-let (BTL) sector.
• Global ABS 2025 12.06.2025 16min

  In the latest episode of our “European Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, collated thoughts from Morningstar DBRS analysts featured at this year’s Global ABS conference in Barcelona.
• Irish Prime and Nonprime RMBS 04.06.2025 21min

  In the latest episode of our “European Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Andrew Lynch, Vice President of European Structured Finance Ratings, Surveillance and Clare Wootton, Vice President of European Structured Finance Ratings, Surveillance to discuss the Irish housing market.
• Lending into Retirement 13.05.2025 27min

  In the latest episode of Morningstar DBRS’ “European Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Ketan Thaker, Managing Director, European Real Estate & NPL Ratings at Morningstar DBRS and Simon Webb, Managing Director, Finance and Capital Markets at LiveMore Capital, to discuss lending into retirement.
• Italian Unpaid Fiscal Claims: A Potential New NPL Subcategory 09.04.2025 17min

  In the latest episode of Morningstar DBRS’ “European Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Lorenzo Simonte, Assistant Vice President, European NPL Ratings and Norman Pepe, Partner at iLS London-Milan to discuss a unique development in the Italian securitisation market: a proposal to securitise unpaid tax bills due to the Italian national tax system.
• Bridging Loans in RMBS 24.03.2025 13min

  In the latest episode of Morningstar DBRS’ “European Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Ketan Thaker, Managing Director, European Real Estate & NPL Ratings, to discuss bridging loans.
• European Office Sector in Focus 27.02.2025 17min

  Industry Group: Structured Finance Subindustry: All Region: Europe In the latest episode of Morningstar DBRS’ “European Securitisation Insights” podcast, Mudasar Chaudhry, who leads our European Structured Finance Research team, was joined by Dinesh Thapar, Vice President, European Commercial Real Estate Ratings, to discuss key trends affecting the European office sector.