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Risk-sensitive update for Solvency 2
The European Commission has launched a consultation on its proposed new risk-sensitive treatment of...
News 23 April 2018 -
SCI Start the Week - 23 April
A look at the major activity in structured finance over the past seven days
Pipeline Auto ABS dominated the pipeline once again last week. A handful of other ABS, as well as C...
News 23 April 2018 -
Proportional protection reviewed
EU policymakers are currently negotiating an amendment to Article 234 of the CRR that would allow ba...
News Analysis 20 April 2018 -
Risk transfer round-up - 20 April
The capital relief trades market is undergoing a quiet period, following some unusual activity for Q...
News 20 April 2018 -
SCI Start the Week - 16 April
A look at the major activity in structured finance over the past seven days
Pipeline The newly-announced transactions remaining in the pipeline at the end of last week compris...
News 16 April 2018 -
Market moves - 13 April
Aircraft ABS on watch KBRA has placed the class A, B and C notes of the US$411m Prop 2017-1 ABS o...
Market Moves 13 April 2018 -
Italian NPL securitisations outpace loan sales
Non-performing loan securitisation volume has outpaced outright sales in Italy, as banks seek to ben...
News Analysis 12 April 2018 -
Provisioning impact muted
The ECB and European Commission have both put forward new rules for minimum loss coverage, which are...
News Analysis 11 April 2018 -
Mortgage 'institutionalisation' gains traction
The Dutch mortgage market continues to receive high levels of interest from investors, but RMBS face...
News Analysis 10 April 2018 -
Synthetic NPLs gain traction
The ECB’s latest non-performing loan provisioning guidelines are expected to trigger incre...
News Analysis 29 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 -
Marketplace lending now 'mainstream'
The US consumer economy’s long recovery has now become well established and access to cred...
News Analysis 22 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 -
SCI Start the Week - 19 March
A look at the major activity in structured finance over the past seven days.
Pipeline There was a somewhat more measured pace of pipeline additions last week. The final count...
News 19 March 2018