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Stochastic modelling
IFRS 9 challenges persist amid pandemic
Supervisors have advised banks to embed the effects of government programmes, such as payment morato...
News Analysis 8 April 2020 -
SCI Start the Week - 6 April
A review of securitisation activity over the past seven days
Last week's stories Breathing space? EU banks benefit from Basel 3 delay Capacity con...
News 6 April 2020 -
ESG catalyst?
Positive impact SRTs gaining traction
Significant risk transfer is primarily associated with achieving favourable capital treatment. Howev...
News Analysis 3 April 2020 -
Breathing space?
EU banks benefit from Basel 3 delay
The Basel Committee's decision last week to delay implementation of the final Basel 3 rules...
News 2 April 2020 -
CECL delayed
EU banks await IFRS 9 relief
The US Fed, the FDIC and the OCC last week approved an extension of the new credit loss accounting s...
News 31 March 2020 -
Capacity constraints
Covid-19 not yet posing solvency issues
Government and central bank actions have kept both the financial system and the real economy afloat...
News Analysis 30 March 2020 -
SCI Start the Week - 30 March
A review of securitisation activity over the past seven days
Transaction of the week Northern Arc Capital and fintech platform CredAble have closed a trade fina...
News 30 March 2020 -
Closing the gap
Audentia Global investor relations head Sophia Vanco and chief of staff Nick Makin answer SCI's ques...
Q: How and when did Audentia Global become involved in the capital relief trades market? NM: Aude...
The Structured Credit Interview 26 March 2020 -
Call for TALF expansion
Sector developments and company hires
BlackRock hired The New York Fed has retained BlackRock Financial Markets Advisory as a third-party...
Market Moves 25 March 2020 -
CRT deals disclosed
Intesa publishes capital management strategy
Intesa Sanpaolo has released details of its capital management strategy, following the release of it...
News 23 March 2020 -
SCI Start the Week - 23 March
A review of securitisation activity over the past seven days
SCI NPL Securitisation Awards 2020 - new deadline SCI NPL Securitisation Awards 2020 - new de...
News 23 March 2020 -
Economically efficient
Study supports reduction of PD estimates
A new study undertaken by Open Source Investor Services (OSIS) suggests that capital relief trades a...
News Analysis 20 March 2020 -
Credit event definitions
UTP category brings less uniformity
The EBA’s guidelines on default definitions have brought less uniformity to credit event d...
News Analysis 20 March 2020 -
Close relationship
CRT documentation should evidence intentions
When structuring a capital relief trade, the documentation should evidence the intentions of the par...
News 20 March 2020 -
Short-term volatility
SRTs on hold, although 2H20 rebound expected
Capital relief trade issuance has been postponed until the second half of the year due to the corona...
News Analysis 19 March 2020 -
EIB mulls SME ABS purchase plan
Sector developments and company hires
Dealer credit facility launched The US Fed has established a Primary Dealer Credit Facility (PDCF)...
Market Moves 18 March 2020