JPM

Collateral Chase

Category: Capital Relief Trades


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JPMC visits CRT space again with trade referencing prime mortgages

JP Morgan Chase is back in the regulatory capital relief market with a trade referencing 4,862 fixed rate prime mortgages almost a year to the day since its last, and first, similar such deal.

The trade, designated Chase Mortgage Reference Notes 2021-CL1, comprises five tranches which transfer mortgage risk through tranched credit default swaps.

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