ABS

• 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

• Libor transition frailties exposed

  The New York Fed has begun publishing the Secured Overnight Financing Rate (SOFR), a much-touted Lib...

  News    19 April 2018

• NPL partnership inked

  Intesa Sanpaolo and Intrum have agreed to form a strategic partnership in respect of non-performing...

  News    18 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

• Microfinance ABS regroups after defaults

  A number of Indian microfinance loan securitisations recently defaulted, halting a trend of strong p...

  News Analysis    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

• Financial guarantee ILS debuts

  Build America Mutual Assurance Company (BAM) is in the market with what is believed to be the first...

  News    10 April 2018

• SCI Start the Week - 9 April

  A look at the major activity in structured finance over the past seven days

  Pipeline A mixed bag of securitisations remained in the pipeline at the end of last week. ABS domin...

  News    9 April 2018

• Market moves - 6 April

  Europe CSC has hired Robert Berry as chairman of its capital markets group in London and Debra Par...

  Market moves    6 April 2018

• Market moves - 29 March

  Europe Man Group has hired Simon Finch as cio of credit at Man GLG, its discretionary investment m...

  Market moves    29 March 2018

• Synthetic NPLs gain traction

  The ECB’s latest non-performing loan provisioning guidelines are expected to trigger incre...

  News Analysis    29 March 2018

• Euro ABS/MBS busy

  European ABS/MBS secondary market activity has picked up this week. “It’s been...

  SCIWire    29 March 2018

• Innovative Dutch SRT completed

  Rabobank has completed an innovative Dutch significant risk transfer (SRT) deal with the EIF. The &a...

  News    28 March 2018

• Seeking to scale

  The capital relief trades (CRT) market suffers from a material gap between banks’ needs an...

  News Analysis    26 March 2018

• Market moves - 23 March

  CDS clearing developments Intercontinental Exchange has transitioned index CDS open interest from...

  News    23 March 2018

• Non-traditional ABS growth to continue

  There was record ABS issuance in 2017, with the most since the crisis. Non-traditional ABS accounted...

  News Analysis    23 March 2018