Association for Financial Markets in Europe (AFME)

• AFME Securitisation page

European Mortgage Federation (EMF)

• Website

Rabobank

• Dutch RMBS: a primer (July 2013)
• Focus on ABS: Dutch RMBS & Prepayments (August 11, 2016)

Credit Rating Agencies

DBRS

• The Effect of Sovereign Risk on Securitisations in the Euro Area (May 2011)

Fitch

• Fitch Ratings Global Cross-Asset Default Update
• Global Structured Finance Losses: 2000–2016 Issuance
• Global Structured Finance Losses: 2000–2016 Issuance - Excel File
• Global Structured Finance 2016 Transition and Default Study
• Investor Confidence Is Key to Successful European Securitisation Market
• How Sovereign Ratings Relate to Other Asset Class Ratings in the Eurozone
• Frequently Asked Question on Dutch RMBS
• Global Structured Finance Rating Criteria
• Impact of Dutch Sovereign Risk on NHG-backed RMBS - Ratings Resilient to Sovereign Downgrades
• Lower Losses Support Preferential Capital Treatment for STS Securitisations

Moody's Investors Service

• Swapless Dutch RMBS face increased risk of revenue shortfall if rising interest rates reduce prepayments (2016, Dec 13)
• Dutch RMBS loan loss severities will conntinue to decline and regional disparities will remain (2017, March 21)
• Moodys publishes global RMBS market comparison tool (October 2014)
• Dutch RMBS: High Loan-to-Foreclosure Values Will be key Default Driver for 2014, but Arrears Will be Relatively low (January 2014)
• Dutch RMBS: Market Exposure to Full Interest-Only Loans Is Moderate (December 2013)
• European Housing Market Remains Full Recourse Despite Less Restrictive Legal Environment (December 2013)

Standard & Poor's

• Methodology For Assessing Mortgage Insurance And Similar Guarantees And Supports In Structured And Public Sector Finance and Covered Bonds - December 7, 2014