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Risk participation programme agreed
Sector developments and company hires
CLO vulnerabilities eyed The Financial Stability Board has published a report assessing the financi...
Market Moves 19 December 2019 -
UK auto SRT finalised
Santander completes retained first-loss deal
Santander has completed a synthetic securitisation of UK auto loans. Dubbed Motor Securities 2018-1,...
News 18 December 2019 -
Year-end melee
UMBS pooling proposal under scrutiny
US securitisation market participants are having to address a melee of important issues ahead of yea...
News 17 December 2019 -
Economic efficiency
Standardised bank SRT pros, cons weighed
Various factors should be considered when contemplating whether to execute a significant risk transf...
News Analysis 16 December 2019 -
Risk transfer round-up - 16 December
CRT sector developments and deal news
Deutsche Bank is rumoured to be readying a capital relief trade from the CRAFT programme. The last C...
News 16 December 2019 -
Mixed motivations
THRP sets stage for US bank CRT
A combination of macro and micro factors are understood to have influenced the issuance of JPMorgan&...
News 13 December 2019 -
CET1 ratios eyed
Disposals, securitisations to protect bank capital
European bank CET1 ratios have stabilised over recent years, as Basel 3 capital requirements and oth...
News Analysis 12 December 2019 -
Sticking with the programme
ABSPP hits new high, but total volumes remain low
Latest figures from the ECB show that its ABSPP holdings are at an all-time high. However, the progr...
News 12 December 2019 -
Core qualities
Caroline Chen, svp and research analyst at Income Research & Management, answers SCI's quest...
Q: How and when did Income Research & Management become involved in the securitisation marke...
The Structured Credit Interview 9 December 2019 -
Turbo feature for CLO reset
Sector developments and company hires
Early upgrade DBRS Morningstar has taken the unusual step of upgrading from double-B (low) to dou...
Market Moves 9 December 2019 -
Grattan refinanced
Bank of Ireland completes CRT
Bank of Ireland has originated a €265m funded and unfunded financial guarantee that referen...
News 6 December 2019 -
ABS head retired
Sector developments and company hires
ABS head retires Janus Henderson’s head of ABS investment Ed Panek has now retired from...
Market Moves 6 December 2019 -
Moving into the mainstream
Booming aviation ABS sector shakes off esoteric label?
Aviation ABS issuance has seen strong growth, with 2019 set to be a bumper year and investors also d...
News Analysis 5 December 2019 -
US CLO debuts
Transaction marks first for bank's AM arm
Morgan Stanley’s asset management division is entering the CLO space with a new t...
News 4 December 2019 -
Credit analysts poached
Sector developments and company hires
Credit analysts poached Cairn Capital has appointed José Ferrero and Vihren Jordanov as...
Market Moves 4 December 2019 -
Confidentiality issues persist
Disclosure questions unresolved for CRT market
ESMA’s updated questions and answers on the Securitisation Regulation, clarifies different...
News 2 December 2019