SRT 'unlevel playing field' called out

A reduction of the p-factor is inarguably positive for IRB banks and the significant risk transfer s...

A review of SCI's latest content

Last week's news and analysis After the gold rush Digital revenues resuscitate music royalty ABS...

BNS brings much heralded SRT deal, latest Canadian to set sail

Bank of Nova Scotia (BNS) has sold its first SRT trade, a securitization of investment grade loans,...

Higher risk weighting for high LTV loans boosts SRT

As had been strongly rumoured, new capital rules unveiled by the Federal Reserve today (July 27) asc...

The week's CRT developments and deal news

Pipeline updateThe capital relief trades market is currently seeing a lull in activity ahead of the...

Halving of p-factor sparks SRT optimism

The European Council’s finalisation of the Basel 3 reforms last month has sparked renewed...

ECJ ruling a boon for Polish CRTs

The European Court of Justice (ECJ) ruled last month that Polish banks must not charge remuneration...

A review of SCI's latest content

Last week's news and analysis Capital loss Fed's scheduled CET1 increase to shred US bank excess...

GSE CRT spreads blow out in 2023

Freddie Mac CRT spreads have mushroomed this year despite the marked diminution of issuance, confirm...

Fed's scheduled CET1 increase to shred US bank excess capital

The Federal Reserve’s planned 200bp increase to Common Equity Tier One (CET1) requirements...

Market updates and sector developments

Vertical Capital Income Fund has appointed Carlyle Global Credit Investment Management as its invest...

A review of SCI's latest content

Last week's news and analysis Capital rising Regulators announce new rules coming soon Embrac...

Bank Millennium adds to CEE SRT flow

Bank Millennium has finalised a funded synthetic securitisation of Polish leasing assets that refere...

JP Morgan eyes NAV lines

SCI understands that JPMorgan is readying the execution of a synthetic securitisation of NAV lines....

IACPM data shows record year for synthetic securitisations

The global volume of synthetic securitisation issuance reached its highest ever level in 2022, with...

Regulators announce new rules coming soon

As expected, US regulators are poised to increase capital requirements for domestic banks imminently...