Slicing the risk

Category: Capital Relief Trades ABS


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Capital relief trade issuers and investors are weighing in on the virtues of a structuring technique dubbed 're-tranching'. The innovation involves slicing in two the junior risk, in an attempt to cope with higher capital requirements under the CRR (SCI 23 February 2017).

"We're actively working with issuers and investors to move this forward," says Kaelyn Abrell, partner and portfolio manager at ArrowMark Partners.

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