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"There is definitely an appetite there," said Evan Lucas, amarket strategist IG Markets. "It means the market hasrecovered, people are starting to look for risk, are starting tolook for capital movement which they haven't seen for the lastthree years."
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We believe the increase is partly due to banks reclassifying some refinanced transactions as non-performing after the Bank of Spain required them to re-analyse these. This review is required to be completed by the end of this month and is therefore likely to contribute to a further increase in NPLs. In addition, the amount of support banks provide to structured finance transactions will continue to fall, which may also push up NPLs and the number of modified loans within structured finance transactions. We currently estimate loan modifications to account for 6% in number terms of the RMBS portfolios we rate, and see arrears over 90 days inclusive of defaults at 5.4% as of Q213 compared with 4.2% in Q212.
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