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  • Risk transfer round-up - 17 June

    CRT sector developments and deal news

    Credit Suisse is rumoured to be readying a capital relief trade from the Elvetia programme that is s...

    News    17 June 2020
  • Older CLOs underperforming

    Sector developments and company hires

    Older CLOs underperforming A significant proportion of all the US BSL CLOs S&P has on negat...

    Market Moves    16 June 2020
  • Take-up rates

    Significant variations across European moratoria

    Payment holidays have so far assisted in deterring defaults during the coronavirus crisis. However,...

    News    15 June 2020
  • SCI Start the Week - 15 June

    A review of securitisation activity over the past seven days

    Last week's stories Addressing inconsistencies Performance metrics switched Calabria confiden...

    News    15 June 2020
  • Californian auto loans eyed

    Sector developments and company hires

    Californian auto loans eyed The Westlake Automobile Receivables Trust 2020-2 issuer has disclosed t...

    Market Moves    12 June 2020
  • Strategic review

    Direct lending JV formed

    Newly established investment manager KKV Investment Management has finalised investment management a...

    News    12 June 2020
  • Addressing inconsistencies

    Performance metrics switched

    Metrics that assess the level of portfolio interest and principal cashflows have become more reliabl...

    News    12 June 2020
  • Risk transfer rebound

    Deutsche Bank completes SRT

    Deutsche Bank has completed a US$325m CLN that references a disclosed US$5bn global portfolio of lar...

    News Analysis    12 June 2020
  • Euro ABS 'game changer' recommended

    Sector developments and company hires

    Euro ABS ‘game changer’ recommended The European High-Level Forum (HLF) on the...

    Market Moves    11 June 2020
  • LCR eligibility eyed

    Final credit mapping framework awaited

    Prime Collateralised Securities last week withdrew several liquidity coverage ratio assessments on d...

    News    10 June 2020
  • Risk transfer round-up - 10 June

    CRT sector developments and deal news

    Santander has exercised a 10% clean-up call for its Red-1 Finance CLO 2017-1 transaction. The UK com...

    News    10 June 2020
  • Resolve and resilience

    Content sponsored by Ocorian

    James Maitland, regional head of Americas, Bermuda & Caribbean, and global head of capita...

    Talking Point    10 June 2020
  • NCSLT consent judgment denied

    Sector developments and company hires

    NCSLT consent judgment denied Fitch has affirmed 37 notes and maintained its rating watch negative...

    Market Moves    9 June 2020
  • Spread compression

    European ABS market update

    The rally in broader risk assets and the lack of new supply has boosted demand for paper in the Euro...

    News    9 June 2020
  • Perfect storm

    Hertz bankruptcy to reshape auto ABS?

    Hertz’s recent bankruptcy is one casualty of a perfect storm caused by a drop in used vehi...

    News Analysis    9 June 2020
  • CLO business integrated

    Sector developments and company hires

    CLO business integrated RBC’s US-based CLO management business is being integrated into B...

    Market Moves    8 June 2020