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Barclays Capital Unveils New Pan European ABS Benchmark Indices

Barclays Capital, the investment banking division of Barclays Bank, has launched a new Pan European ABS Benchmark Bond Indices measuring both fixed and floating ABS debt.

The new benchmark family expands on Barclays Capital’s existing Euro and Sterling ABS indices to offer investors a total return benchmark for multi-currency European ABS portfolios.

Drawing on the six-year published history of the single currency benchmarks, the Pan European ABS Benchmark family is a broad-based measure of both the fixed rate and floating rate euro and sterling-denominated ABS markets.

The expanded index family covers multiple ABS collateral types including residential mortgage backed securities (RMBS), commercial mortgage backed securities (CMBS), auto loan backed securities, and credit card backed securities.

Pan European ABS Index data can be accessed on Barclays Capital Live, Point- the Barclays Capital portfolio risk management and analytics platform, and on Bloomberg.

Waqas Samad, head of index, portfolio and risk solutions for Barclays Capital, said: “The Barclays Capital Euro and Sterling ABS indices are already an important part of the European ABS landscape. These broader Pan European benchmarks are a clear evolution of our market-leading geographic and sector coverage of the fixed income asset class and are just one component of the valuable index, portfolio, and risk solutions we are able to offer ABS investors.”