Structured Credit Investor SCI’s 1st Annual Middle Market CLO Seminar26 June 2019, New York
LOGIN
 

Derivatives

  • Risk transfer round-up - 14 June

    CRT sector developments and deal news

    Standard Chartered is believed to have priced a corporate capital relief trade this week. The bank&a...

    News    14 June 2019
  • Risk transfer round-up - 7 June

    CRT sector developments and deal news

    Santander is believed to be readying three SME significant risk transfer transactions, along with a...

    News    7 June 2019
  • MRT potential

    Reinsurer opportunities eyed

    The mortgage risk transfer (MRT) programme in the US has the potential to rival natural catastrophe...

    News Analysis    6 June 2019
  • Interpretation issues

    Credit Suisse completes capital relief trade

    Credit Suisse has completed its first capital relief trade of the year, dubbed Elvetia Finance serie...

    News    29 May 2019
  • STS SRTs pending

    EBA to publish discussion paper on synthetic criteria

    The EBA is set to publish a discussion paper on STS criteria for synthetic securitisations in Septem...

    News Analysis    29 May 2019
  • Risk transfer round-up - 24 May

    CRT sector developments and deal news

    Santander is believed to be readying a capital relief trade consisting of auto loans for 2Q19. The S...

    News    24 May 2019
  • Implied volatility leads the way

    Realised outpaced across European indices

    The broad-based rally in credit in recent weeks is also driving up European credit option volatility...

    News    22 May 2019
  • Goodwill hunting

    Higher recoveries from Interserve insolvency expected

    Interserve became the second UK outsourcer to suffer a credit event in a risk transfer transaction,...

    News Analysis    20 May 2019
  • Promising prospect

    Synthetic UTPs contemplated as IFRS 9 hedge

    Synthetic securitisations referencing unlikely-to-pay loans are a more promising prospect than synth...

    News Analysis    17 May 2019
  • Risk transfer round-up - 16 May

    CRT sector developments and deal news

    Caixabank has completed a synthetic securitisation of Spanish SMEs with the European Investment Fund...

    News    16 May 2019
  • Challenges persist

    Structuring issues put shipping SRTs on hold

    Capital relief trades referencing shipping loans have long been discussed and planned by a small num...

    News Analysis    3 May 2019
  • Risk transfer round-up - 3 May

    CRT sector developments and deal news

    Santander is rumoured to be readying an SME transaction from its Magdalena programme for 2Q19.The tr...

    News    3 May 2019
  • Risk transfer round-up - 26 April

    CRT sector developments and deal news

    The second quarter of this year is expected to be more active in terms of capital relief trade issua...

    News    26 April 2019
  • Lender charged for overstating returns

    Sector developments and company hires

    CRT analytics dv01 has launched a credit risk transfer market surveillance offering, which adds U...

    Market moves    23 April 2019
  • CLO manager denied incentive fee

    Sector developments and company hires

    Incentive fee ruling The High Court in London has ruled that Barings (UK), as collateral manager, w...

    Market moves    18 April 2019
  • Risk transfer round-up - 18 April

    CRT sector developments and deal news

    Credit Suisse is believed to be readying a corporate capital relief trade from its Elvetia programme...

    News    18 April 2019
  • Risk transfer round-up - 3 April

    CRT sector developments and deal news

    Deutsche Bank has completed its first capital relief trade for the year. Dubbed CRAFT 2019-1, the US...

    News    3 April 2019
  • Purchase option to be exercised

    Sector developments and company hires

    EMEA Capzanine has appointed Renaud Tourmente as head of business development, effective from 6 M...

    Market moves    22 March 2019
  • Goals aligned

    Insurers target dual-tranche CRTs

    Insurance firms are targeting mezzanine tranches in dual-tranche capital relief trades as banks warm...

    News Analysis    22 March 2019
  • A perfect storm?

    Expected volatility sees investors ramping up credit derivatives usage

    The growing belief among institutional investors across the US and Europe is that volatility is set...

    News Analysis    13 March 2019
  • Control rights

    Synthetic CRE investors gain comfort

    Investors in risk transfer transactions referencing commercial real estate loans have become more co...

    News Analysis    8 March 2019