HYPENN Residential Mortgage-Backed Securities (RMBS)
NN Bank offers residential mortgage loans in the Netherlands. Part of the residential mortgage loan pool is used as collateral for the bank’s securitisation programme (“Hypenn” ). These Hypenn RMBS transactions create collateral for liquidity purposes through retained RMBS.
Loan level data and investor reports can be obtained from the Dutch Securitisation Association (DSA) website. On Bloomberg, the transactions can be found under the ticker HYPEN Mtge.