Overall, European DataWarehouse is now a widely trusted, knowledgeable and important player in the European securitisation market. 5 The role of European DataWarehouse in research However, due diligence and monitoring are not the only purposes for which loan-level data can be used. They also yield tremendous potential for research. This potential is fully recognised by Bundesbank researchers.
A prime example is the work of Carina Mössinger, Philipp Klein, and Andreas Pfingsten. [8] They analysed whether an increase in transparency reduces the agency problems inherent in securitisation. For this purpose, they employed a dataset obtained from European DataWarehouse. It consisted of 107 ABS pools backed by more than 2.8 million loans for small and medium-sized enterprises.