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SCI Start the Week - 4 October

Category: ABS Capital Relief Trades CLOs


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A review of SCI's latest content

Last week's news and analysis
CRTs in the air
Another two US warehouse loan banks said circling the market
Dual-currency debut
Rare European CRE CLO prepped
Freddie prints again
The seventh STACR of 2021 and third HQA prices
Lack of clarity
Positive signs for Indian ABS, but challenges remain
Libor risks
Securitised products with swaps at most risk when Libor dies
Mobilising capital
Call for risk transfer adoption in development finance
New heights
European CLO Market remains bullish with a strong pipeline

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.

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