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End of the line?
SRT issuers mull dropping synthetic excess spread
The requirement to fully capitalise synthetic excess spread is expected to result in SRT issuers dro...
News Analysis 28 May 2021 -
CRT return for FNMA?
Supreme Court ruling on Calabria's future imminent
A US Supreme Court decision about whether President Biden can remove Mark Calabria as director of th...
News Analysis 27 May 2021 -
Landmark SRTs finalised
Cash collateralised insurer deals debut
Credit Risk Transfer Solutions (CRTS) has executed three synthetic securitisations that have broken...
News Analysis 27 May 2021 -
Missed opportunity
ESA report disappoints on securitisation treatment
The recent European Supervisory Authorities (ESA) report on the implementation and functioning of th...
News Analysis 27 May 2021 -
Actuarial approach
Alphidem co-founder Ken Sutter outlines how the quantitative modelling of capital relief trades can ...
In light of the current regulatory and interest rate environment, it could be assumed that capital r...
Talking Point 25 May 2021 -
SCI Start the Week - 24 May
A review of securitisation activity over the past seven days
Last week's stories Gaining momentum European solar ABS issuance tipped to emerge Revving up ...
News 24 May 2021 -
Strategic credit commitment inked
Sector developments and company hires
Strategic credit commitment inked The Investment Management Corporation of Ontario (IMCO) has close...
Market Moves 20 May 2021 -
SRT boost
Barclays expands Colonnade platform
Barclays has finalised two capital relief trades from the Colonnade programme that reference global...
News 20 May 2021 -
SCI Start the Week - 17 May
A review of securitisation activity over the past seven days
Last week's stories Biden bonanza Vast infrastructure package to energise project finance CLOs ...
News 17 May 2021 -
Lone Star rising
A soup to nuts profile of TCBI's inaugural CRT
It took Texas Capital Bank nine months to finalise its landmark capital relief trade, becoming the f...
News Analysis 13 May 2021 -
Risk transfer round-up - 11 May
CRT sector developments and deal news
Bank of Montreal has called Muskoka Series 2020-1. The US$132m financial guarantee was executed in A...
News 11 May 2021 -
Mortgage-backed SRT priced
Credit Suisse executes Elvetia refinancing
Credit Suisse has priced a mortgage-backed SRT dubbed J-Elvetia Series 2021-1. The capital relief tr...
News 10 May 2021 -
SCI Start the Week - 10 May
A review of securitisation activity over the past seven days
Last week's stories Niche exposure CFE Finance answers SCI's questions NPL rebound? Secured...
News 10 May 2021 -
Tight pricing
Standard Chartered prints CRT
Standard Chartered has finalised a US$180m CLN that references a US$2bn portfolio of around 130 US a...
News 5 May 2021 -
Marco Polo returns
Credit Agricole finalises landmark SRT
Credit Agricole and the IFC have finalised a five-year US$182m mezzanine guarantee that references a...
News 28 April 2021 -
APAC ESG expansion eyed
Sector developments and company hires
APAC ESG expansion eyed Moody’s is set to expand its Singapore office with the aim of s...
Market Moves 27 April 2021