A review of SCI's latest content
Last week's news and analysis
CLN uplift
CLN deal volumes grow
Compounded calculations
First RMBS tied to Sonia index issued
Emulating efforts
Capital Four US answers SCI's questions
First loss guarantee tapped
EGF SRTs receive mixed reactions
Increasing allocation
Innovation, transparency attracting institutional investors
Positive change
Investor demand set to broaden CLO ESG screening
Spread surge
GSEs face sharply higher costs for CRT as spreads widen
Super-size STACR
Biggest ever $1.9bn STACR prices
Tender two
Freddie concludes second STACR tender offer
Wider spreads coming
European ABS/MBS market update
For all of last week’s stories including ‘Market moves’ and ‘Risk transfer round-up’ click here.
SCI CLO Markets
CLO Markets is SCI’s new service providing deal-focused information on the global primary and secondary CLO markets. It offers intra-day updates and searchable deal databases alongside BWIC pricing and commentary. Please email Jamie Harper at SCI for more information or to set up a free trial here.
Recent Premium research to download
Irish & UK Banking Evolution - October 2021
Consolidation among lenders and the proliferation of fintechs is driving change in the Irish and UK banking sectors. This Premium Content article investigates the impact on the jurisdictions’ RMBS markets.
Defining 'Risk-sharing' - October 2021
Most practitioners agree that ‘risk-sharing transactions’ is the most appropriate moniker for capital relief trades, but there remains some divergence around the term. This CRT Premium Content article explores what it means for investors and issuers alike.
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.
SCI Events calendar: 2022
SCI’s 1st Annual ESG Securitisation Seminar
16 March 2022, London
SCI’s 6th Annual Risk Transfer & Synthetics Seminar
27 April 2022, New York
SCI’s 3rd Annual Middle Market CLO Seminar
June 2022, New York
SCI’s 4th Annual NPL Securitisation Seminar
September 2022, Milan
SCI’s 8th Annual Capital Relief Trades Seminar
October 2022, London