Amid the hustle and bustle of DealCatalyst’s UK Mortgage conference, GlobalCapital’s Tom Lemmon and European DataWarehouse CEO Christian Thun managed to find a quiet enough spot to sit down and record a special episode of Another Fine Mezz.

A self-proclaimed “data guy”, Christian did a PhD in AI nearly 25 years before the rise of ChatGPT. He got into the securitization market while working at Moody’s, before joining European DataWarehouse in 2016.

He told Tom about a recent report from his colleagues into whether better energy performance certificates on homes really means better credit quality mortgages; what needs to change in European securitization regulation; and why having the right data available is like an umbrella.

Luckily the background conference noise could be expunged from the podcast with some editing wizardry.