A review of SCI's latest content

CRT awards announced
SCI’s 2022 Capital Relief Trades Awards winners and honourable mentions were announced at a ceremony last week. Many congratulations to them all for their outstanding contributions to the risk transfer industry over the last year! And thanks to our awards advisory board – comprising Holger Beyer of Alantra, Pratik Gupta of BofA Securities and Olivier Renault of Pemberton Capital Advisors – for its invaluable input. For the full list of winners, click here.

Last week's news and analysis
Backward trigger dropped
EBA amends initial STS SRT consultation
Conservative approach
Aeon Investments answers SCI's questions
CRE CLOs: time to zig when others zag
When it comes to structured CRE credit, the European market is at a pivotal juncture
Natural evolution
CLO docs, structures adapting to macroeconomic conditions
Ramping up
Bank of Montreal prices synthetic ABS
SCI CRT Awards: North American Transaction of the Year
Winner: Algonquin 2022-1
SCI CRT Awards: Transaction of the Year
Winner: Project Triton
SRT debut
First Bulgarian synthetic ABS finalized
Swell spreads
Risk pricing means bonds stay costly for GSEs, say speakers at Miami
Through a glass darkly
Regulatory transparency would kickstart US CRT, say Miami speakers

For all of last week’s stories including ‘Market moves’ and ‘Risk transfer round-up’ click here.

Free report
SCI has published a Global Risk Transfer Report, which traces the recent regulatory and structural evolution of the capital relief trades market, examines the development of both the issuer base and the investor base, and looks at the sector’s prospects for the future. Sponsored by Arch MI, ArrowMark Partners, Credit Benchmark and Guy Carpenter, this special report can be downloaded, for free, here.

Podcast
SCI has launched a new podcast series covering all things securitisation and engaging with some of the best minds in the industry! To access the podcast, search for ‘SCI In Conversation’ wherever you usually get your podcasts (including Spotify and iTunes), or click here.

SCI CLO Markets
CLO Markets provides deal-focused information on the global primary and secondary CLO markets. It offers intra-day updates and searchable deal databases alongside BWIC pricing and commentary. Please email David McGuinness at SCI for more information or to set up a free trial here.

Recent premium research to download
US CLO ETFs - October 2022
The popularity of CLO ETFs is set to increase, given the current rising interest rate environment. This Premium Content article investigates how the product has opened up the CLO asset class to a broader set of investors.

STS synthetic securitisation - September 2022
The adoption of STS synthetic securitisation has helped legitimise the capital relief trades market. However, this Premium Content article outlines how the EBA’s most recent consultations could prove challenging.

SCI events calendar: 2022
SCI’s 3rd Annual Middle Market CLO Seminar
15 November 2022, New York