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Seeking to scale
The capital relief trades (CRT) market suffers from a material gap between banks’ needs an...
News Analysis 26 March 2018 -
Market moves - 23 March
CDS clearing developments Intercontinental Exchange has transitioned index CDS open interest from...
News 23 March 2018 -
Risk transfer round-up - 23 March
Credit Suisse is believed to have priced a capital relief trade referencing a loan book originated i...
News 23 March 2018 -
Grappling with uncertainty
Capital relief trade issuers are incorporating structural features highlighted in the EBA&a...
News Analysis 23 March 2018 -
Stress scenarios disclosed
The Bank of England has announced that the 2018 stress test scenario for the major UK banks will be...
News 19 March 2018 -
Market moves - 16 March
EMEA Citigroup has appointed Laura Coady to the newly created position of head of EMEA, structured...
Market Moves 16 March 2018 -
CRE CRTs pick up
Synthetic securitisations referencing commercial real estate are attracting more investor interest,...
News Analysis 9 March 2018 -
Efficiency drive
Credit Suisse is pioneering the re-tranching of capital relief trades, following the implementation...
News Analysis 9 March 2018 -
Basel 4 impact 'manageable'
The new Basel 4 capital framework (SCI 14 December 2017) is expected to increase Dutch bank RWAs by...
News 7 March 2018 -
Risk-sharing on the agenda
Panellists participating in SCI’s Risk Transfer & Synthetics Seminar are primed to...
News 7 March 2018 -
SCI Start the Week - 5 March
A look at the major activity in structured finance over the past seven days.
Upcoming event SCI Risk Transfer & Synthetics Seminar - 13 March, New York SCI...
News 5 March 2018 -
Synthetic exposure expanded
Bank of Ireland has released its Pillar Three report, which indicates an expansion of its synthetic...
News 2 March 2018 -
Risk transfer round-up - 23 February
Deutsche Bank is said to be marketing another capital relief trade, dubbed CRAFT 2018-1. This follow...
News 22 February 2018 -
IFRS 9 credit event pay-out challenged
Synthetic securitisations are unlikely to trigger CDS credit events following an increase in IFRS 9...
News Analysis 16 February 2018 -
SCI Start the Week - 12 February
A look at the major activity in structured finance over the past seven days.
Pipeline It was yet another busy week of pipeline additions. There were nine ABS, 11 CLOs, three CM...
News 12 February 2018 -
Risk transfer round-up - 9 February
Credit Suisse is rumoured to be re-tranching its existing risk transfer transactions, echoing recent...
News 9 February 2018