SCI is an independent, employee owned, financial information provider focusing on the global securitisation markets.
Founded in 2006, it offers subscribers an array of products across News, Data and Events.
Credit Suisse AT1 write-downs 'rip up rules'
Sector developments and company hires
Data
Last updated: 20 March 2023
CLO Markets Daily - 20 March 2023
20 March 2023
EU manager trading down sharply
20 March 2023
CLO Markets Daily - 17 March 2023
17 March 2023
Last updated: 17 March 2023
USD CLO AAA
Very little liquidity at present given market sentiment is ...
17 March 2023
Last updated: 10 March 2023
ABS Markets Daily - 10 March 2023
10 March 2023
ABS Markets Deal Alert - 9 March 2023 13.00 UK time
9 March 2023
ABS Markets Daily - 7 March 2023
7 March 2023
Last updated: 15 March 2023
| Name | Original Size | Price Type | Deal Type |
|---|---|---|---|
| ACCR 2004-3 2A6 | / 19,993,000 | / TALK | / RMBS |
| ACCR 2004-4 M1 | / 12,500,000 | / TALK | / RMBS |
| ACLO 2X DRR | / 505,000 | / CVR | / CLO |
| AGL 2021-16A A | / 2,210,000 | / CVR | / CLO |
| AIMCO 2019-10A ER | / 2,000,000 | / CVR | / CLO |
| AIMCO 2019-10A ER | / 2,000,000 | / CVR | / CLO |
Last updated: 17 March 2023
| Pricing date | Name | Class | Currency | Size(m) | Bmark | Initial PT |
|---|---|---|---|---|---|---|
| 4-Aug-2022 | Stratton Hawksmoor 2022-1 | A1 | GBP | 1713.399 | SONIA | |
| 4-Aug-2022 | Stratton Hawksmoor 2022-1 | A2 | GBP | 63.07 | SONIA | |
| 4-Aug-2022 | Stratton Hawksmoor 2022-1 | B | GBP | 84.093 | SONIA | |
| 4-Aug-2022 | Stratton Hawksmoor 2022-1 | C | GBP | 73.582 | SONIA | |
| 4-Aug-2022 | Stratton Hawksmoor 2022-1 | D | GBP | 42.047 | SONIA | |
| 4-Aug-2022 | Stratton Hawksmoor 2022-1 | E | GBP | 15.767 | SONIA | |
Last updated: 13 March 2023
| Pricing date | Deal Name | Ticker | Size(m) | Manager |
|---|---|---|---|---|
| 28-Apr-2020 | Avoca CLO XXIV | AVOCA 24 | 339.125 | KKR |
| 27-Apr-2020 | Providus CLO IV | PRVD 4 | 207.6 | Permira |
| 6-Mar-2020 | Vesey Park CLO | VESPK 1 | 404.5 | Blackstone |
| 18-Feb-2020 | St. Pauls XII | SPAUL 12 | 430.65 | ICG |
| 28-Jan-2020 | Penta CLO 7 | PENTA 2020-7 | 411.3 | Partners Group |
| 18-Oct-2019 | Armada Euro CLO IV | ARMDA 4 | 415.1 | Brigade Capital Management Europe |
News
Credit Suisse AT1 write-downs 'rip up rules'
Credit Suisse AT1 write-downs 'rip up rules'UBS has agreed to acquire Credit Suisse, creatin...
20 March 2023Ringfencing the problem
The US Fed's swift response to Silicon Valley Bank's (SVB) collapse has calmed nerves in the US securitisation market. A...
20 March 2023SCI Start the Week - 20 March
Last week's news and analysis Austrian SRT debuts BAWAG said to have launched first synthetic ABS CRE CRT prepped ...
20 March 2023Gryphon acquired in APAC expansion move
Gryphon acquired in APAC expansion moveBarings has agreed to wholly acquire Australian structured finance manager Grypho...
17 March 2023Riding the storm
The collapse of Silicon Valley bank has rocked markets (SCI 13 March) but analysts note that the capital position of the...
17 March 2023
Credit Suisse AT1 write-downs 'rip up rules'
Credit Suisse AT1 write-downs 'rip up rules'UBS has agreed to acquire Credit Suisse, creatin...
20 March 2023Ringfencing the problem
The US Fed's swift response to Silicon Valley Bank's (SVB) collapse has calmed nerves in the US securitisation market. A...
20 March 2023SCI Start the Week - 20 March
Last week's news and analysis Austrian SRT debuts BAWAG said to have launched first synthetic ABS CRE CRT prepped ...
20 March 2023Gryphon acquired in APAC expansion move
Gryphon acquired in APAC expansion moveBarings has agreed to wholly acquire Australian structured finance manager Grypho...
17 March 2023ACC servicing transferred post default
ACC servicing transferred post defaultRAC Asset Holdings - the transferor and undivided trust interest ben...
16 March 2023
SCI Start the Week - 20 March
Last week's news and analysis Austrian SRT debuts BAWAG said to have launched first synthetic ABS CRE CRT prepped ...
20 March 2023Riding the storm
The collapse of Silicon Valley bank has rocked markets (SCI 13 March) but analysts note that the capital position of the...
17 March 2023Risk transfer round up-16 March
German landesbank OLB is believed to be readying a synthetic securitisation. The transaction would be riding a wave of L...
16 March 2023ACC servicing transferred post default
ACC servicing transferred post defaultRAC Asset Holdings - the transferor and undivided trust interest ben...
16 March 2023CRE CRT prepped
Societe Generale is believed to be readying a synthetic securitisation of commercial real estate loans that is a repeat...
16 March 2023
Credit Suisse AT1 write-downs 'rip up rules'
Credit Suisse AT1 write-downs 'rip up rules'UBS has agreed to acquire Credit Suisse, creatin...
20 March 2023EU authorities call for improved climate data
EU authorities call for improved climate dataESMA, in collaboration with the EBA, EIOPA and the ECB, has disclosed that...
14 March 2023SCI Start the Week - 13 March
Last week's news and analysis Climate call Calls for ESG synthetics framework grow 'Conflict of interest' undermi...
13 March 2023SVB failure liquidity-driven
Securitisation analysts have been quick to emphasise that the collapse on 10 March of Silicon Valley Bank (SVB), which m...
13 March 2023ICE merger challenged on 'competitive harm'
ICE merger challenged on 'competitive harm'The US FTC is seeking to block the proposed merge...
10 March 2023
Credit Suisse AT1 write-downs 'rip up rules'
Credit Suisse AT1 write-downs 'rip up rules'UBS has agreed to acquire Credit Suisse, creatin...
20 March 2023SCI Start the Week - 20 March
Last week's news and analysis Austrian SRT debuts BAWAG said to have launched first synthetic ABS CRE CRT prepped ...
20 March 2023Gryphon acquired in APAC expansion move
Gryphon acquired in APAC expansion moveBarings has agreed to wholly acquire Australian structured finance manager Grypho...
17 March 2023ACC servicing transferred post default
ACC servicing transferred post defaultRAC Asset Holdings - the transferor and undivided trust interest ben...
16 March 2023EU authorities call for improved climate data
EU authorities call for improved climate dataESMA, in collaboration with the EBA, EIOPA and the ECB, has disclosed that...
14 March 2023
Credit Suisse AT1 write-downs 'rip up rules'
Credit Suisse AT1 write-downs 'rip up rules'UBS has agreed to acquire Credit Suisse, creatin...
20 March 2023Ringfencing the problem
The US Fed's swift response to Silicon Valley Bank's (SVB) collapse has calmed nerves in the US securitisation market. A...
20 March 2023SCI Start the Week - 20 March
Last week's news and analysis Austrian SRT debuts BAWAG said to have launched first synthetic ABS CRE CRT prepped ...
20 March 2023Gryphon acquired in APAC expansion move
Gryphon acquired in APAC expansion moveBarings has agreed to wholly acquire Australian structured finance manager Grypho...
17 March 2023ACC servicing transferred post default
ACC servicing transferred post defaultRAC Asset Holdings - the transferor and undivided trust interest ben...
16 March 2023
Market moves Last updated: 14 March 2023
| First Name | Last Name | Company Moved To | Type | New Role |
|---|---|---|---|---|
| Christian | Lambie | Norton Rose Fulbright | Law Firm | Partner, Capital Markets |
| Mensah | Lambie | Golub Capital | Credit Management | Principal, Direct Lending |
| Philipp | Schroeder | Golub Capital | Credit Management | Senior Director, Direct Lending |
| Daniel | von Rothenburg | Golub Capital | Credit Management | MD & Head of EMEA |
| Matthew | Kerfoot | Proskauer | Law Firm | Partner, Finance Group |
| Stephen | Milburn-Pyle | Stafford Capital Partners | Capital Management | Credit Investment Committee |
Events
-
SCI's 7th Annual Risk Transfer & Synthetics Seminar
9 February 2023, New York
-
SCI's 2nd Annual ESG Securitisation Seminar
25 April 2023, London
-
SCI's 9th Annual Capital Relief Trades Seminar
19 October 2023, London
-
For information on speaking, sponsorship or attending
Contact David Zaher
or call +44 20 7061 6397
