AFME Securitisation Data Supplement

December 12, 2012

AFME Securitisation Data Supplement

About the Report

Done in partnership with AFME, the AFME monthly supplement highlights relevant credit spread changes for both the U.S. and European cash and synthetic securitisation markets.

For more information on AFME's efforts in the European structured finance sector, please visit AFME.

2012 Prior Monthly Data Supplements



  • Managing Director, Head of Capital Markets: Rick Watson
  • Associate: Vincenzo Anghelone

SIFMA Research 

  • Managing Director, Head of Research: Kyle Brandon
  • Director: Sharon Sung


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The Securities Industry and Financial Markets Association (SIFMA) prepared this material for informational purposes only. SIFMA obtained this information from multiple sources believed to be reliable as of the date of publication; SIFMA, however, makes no representations as to the accuracy or completeness of such third party information. SIFMA has no obligation to update, modify or amend this information or to otherwise notify a reader thereof in the event that any such information becomes outdated, inaccurate, or incomplete.


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