In this episode of DBRS Morningstar’s “European Securitisation Insights” podcast, host Mudasar Chaudhry, Head of European Structured Finance Research, focuses on the European auto asset-backed securities (ABS) sector and key changes in transaction structures within this space due to rising interest rates.Chaudhry is joined by Guglielmo Panizza, Vice President, and Miklos Halasz, Assistant Vice President, both from our European ABS team to discuss how increasing interest rates are affecting excess spreads and how portfolio asset repricing is evident in European auto ABS transactions.Related Content:European ABS: Excess Spread Compression in Auto ABS: https://www.dbrsmorningstar.com/research/413373/european-abs-excess-spread-compression-in-auto-absOldie but not Goldie: Vehicle Manufacturer Analysis in European Auto ABS: https://www.dbrsmorningstar.com/research/410084/oldie-but-not-goldie-vehicle-manufacturer-analysis-in-european-auto-abs By downloading or listening to this podcast, you are agreeing to the DBRS Morningstar disclaimer and legal terms and conditions found at dbrsmorningstar.com/about/disclaimer and dbrsmorningstar.com/about/termsandconditions, including that the information provided is not investment, financial or other advice. DBRS Morningstar will not be liable for losses arising from your use of the information. Please note that the content of this podcast is intended for European audiences only.

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