Capital Relief Trades Report

THE MECHANICS OF RISK TRANSFER

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The implementation of Basel 3 requirements is forcing banks to scrutinise their risk weighted assets and pursue balance sheet optimisation strategies via regulatory capital relief trades. This SCI research report examines the evolution and structuring of these risk transfer transactions, the main players in the market, current opportunities and challenges, as well as how regulatory developments are shaping the sector.

- Updated with brand new content: May 2016 -
Featuring 14 exhibits and interviews with over 20 industry leaders, this 13,000-word report will
provide an in-depth exploration of capital relief trades, including:

  • Analyses of risk transfer methods, structural developments and pricing considerations
  • Origination trends and new issuance, the growing motivations to do business, the bank decision process, barriers to entry and syndicated versus bilateral issuance
  • Investment management trends, the originator/investor universe and emerging opportunities
  • A case study covering balance sheet optimisation, portfolio acquisitions, risk management and benchmarking methodologies
  • A chapter on regulatory developments, including insight on the STS securitisation debate, as well as Solvency 2 constraints and Basel 3 calibrations
  • And a detailed glossary