Risk transfer round-up - 17 November

Pic© Frank C. Mueller

Category: Capital Relief Trades ABS

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RBS hit the market this week with its first DBRS-rated risk transfer transaction, dubbed Nightingale Securities 2017-1. The £390.2m CLN references a mixture of asset types, with a WAL of 4.5 years and a sequential amortisation structure, as per CRR/SRT rules.

Meanwhile, Lloyds is rumoured to be marketing two capital relief trades - a mid-cap deal and a large real estate transaction.

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