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SCI Start the Week - 11 October

Category: ABS Capital Relief Trades CLOs

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A review of SCI's latest content

CRT seminar in person THIS WEEK
SCI’s 7th Annual Capital Relief Trades Seminar is taking place in-person on 13 October at the London offices of Allen & Overy. The event will explore the introduction of the STS synthetics regime and publication of the EBA’s final SRT report, as well as examine the latest trends and activity across the market.

Last week's news and analysis
Capitalising Mobility-as-a-Service
The opportunity for impact investors in asset-based financing of MaaS providers
Chopra on the march
CFPB to expand its role and come down harder on securitisation
Credit recovery
Rating upgrades outpace downgrades
CRT crush
Mayer Brown working with 'many' imminent issuers
Forbearances plunge
Fresh data reveals biggest drop in forbearances in a year
Green light
Record second-hand car prices fuel RV opportunities
Landmark guarantee inked
ThinCats and BBB seal agreement
Libor warnings
Senior Fed governor spells things out for the SFA
Provisioning relief
Second Stage 2 SRT finalised
Untapped markets
French NPLs gaining attention
What is the future for US office space?
The impact of Covid-19 on the US office property sector

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

Recent research to download
GACS, HAPS and more? - September 2021
Given the success of both GACS and HAPS in facilitating the development of a market for non-performing loans, and consequently bank deleveraging, could similar government-backed measures emerge in other European jurisdictions? This Euro ABS/MBS Premium Content article examines the prospects for the introduction of further national guarantee schemes.

SOFR and equity - September 2021
Term SOFR is expected to be the main replacement for US Libor. This SCI Premium content article explores the challenges the new benchmark presents to US CLO equity investors.

Fannie Mae and CRT – August 2021
Fannie Mae has not issued a CRT deal since 1Q20. This SCI CRT Premium Content article investigates the circumstances behind the GSE’s disappearance from the market and what might make it come back

EIF risk-sharing deals - August 2021
Risk-sharing deals involving the EIF and private investors are yet to gain ground. This CRT Premium Content article surveys the likelihood of such collaborations going forward.

Upcoming events
SCI's 7th Capital Relief Trades Seminar
13 October 2021, In Person Event
Last year saw significant regulatory developments in connection with capital relief trades, including the publication of the EBA’s final SRT report and the introduction of an STS synthetics regime. SCI’s Capital Relief Trades Seminar will explore the impact of these developments, as well as the latest trends and activity across the sector.