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SRT chronicle: part two

Category: Capital Relief Trades ABS


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In the second of a three-part series on bank risk transfer transactions, Olivier Renault* looks at the current state of the market

The SRT market is predominantly European (representing 86% of transactions since 2010), although US banks are accounting for an increasing percentage since 2019 - with JPMorgan now a regular issuer, one transaction by Goldman Sachs in 2020 and a few regional banks entering the market in 2021. Prior to 2019, only Citi and Bank of Montreal were regular issuers in North America.

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