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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