Risk transfer round-up - 9 February

Pic© Frank C. Muller

Category: Capital Relief Trades ABS


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Credit Suisse is rumoured to be re-tranching its existing risk transfer transactions, echoing recent market comments over the prospective use of this innovation in the capital relief trade space (SCI 26 January). The technique involves slicing in two the junior risk, in an attempt to cope with higher capital requirements for the retained tranches.
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