Pfandbrief forum: Big - and getting bigger

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Pfandbrief forum: Big - and getting bigger

The Pfandbrief market is now the single biggest bond market in Europe. The jumbo market, which accounts for 25% of Pfandbrief issuance, grew by 80% in 1998 and is now bigger than several European government bond markets. We asked eight key players where this market is going.

Has the Pfandbrief fulfilled its potential to make up the largest single segment of the euro bond market? Will the same level of activity be maintained without taking greater interest rate risk?

Participants:

Robert Hammond - head of European credit trading, WestLB

Tim Jennison - senior Pfandbrief trader, Morgan Stanley Dean Witter

Derek Brawn - credit strategist, Morgan Stanley Dean Witter

Frank Damerow - fixed-income analyst, HypoVereinsbank

Dieter Bellinger - general manager, Association of German Mortgage Banks

Paul Mussche and Erwin Mirkes - euroland relative-value analysts, Deutsche Bank

Bettina Klose - head of capital markets, DePfa

Richard Leib - head of treasury, Münchener Hypothekenbank

Robert Hammond, WestLB

The Pfandbrief market has come of age since the launch of the euro. Jumbo Pfandbriefe have delivered to a pan-European investor base the benefits of a high-quality, liquid, euro government bond alternative, coupled with the tailor-made attractions of the classic Pfandbrief product.

The broadening of the investor base for German Pfandbriefe has helped to bring about regulatory changes and new asset-backed products in France and Spain that in turn will strengthen the foundation of a pan-European Pfandbriefe market.

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