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Issue 843 - 5th May

  • News Analysis

    • Capital Relief Trades

      • Latest SRTx fixings released

        Index values indicate widening spreads but volatility and liquidity outlooks trend towards neutral

        The latest fixings for the SRTx (Significant Risk Transfer Index) have been released. The most significant changes in the index values since April’s fixings (SCI 5 April) are that – against a backdrop of global bank volatility &am...

      • RTS welcomed

        EBA moves away from lifetime capitalization of SES

        The EBA’s final RTS on the determination of exposure value of synthetic excess spread has been welcomed by originators. Indeed, unlike the consultation, the supervisor has finally moved away from lifetime capitalization under certa...

  • News

    • Capital Relief Trades

      • First loss shift

        Commerzbank SRT revealed

        SCI understands that Commerzbank closed a synthetic securitisation of corporate loans in February called ‘’Project Garda’’. The transaction deviates from the German lender’s past significant...

      • Go Go SRT

        More supply, and US banks to join the party, say conference speakers

        While 2022 was a record year in the global SRT market, with $20bn of issuance and some $140bn of assets referenced, 2023 will be even bigger, said speakers at the IMN Credit Risk Transfer conference in New York this week. Though the jury i...

      • Risk transfer round up-5 May

        CRT sector developments and deal news

        Intesa Sanpaolo is allegedly working on a synthetic securitisation of corporate loans that is expected to close in 2H23. The Italian lender’s last synthetic securitisation of corporate loans was executed in December last year (see ...

  • Market Moves

    • Structured Finance

      • Apollo launches new platform for global wealth investors

        Sector developments and company hires

        Apollo launches new platform for global wealth investors Apollo Global Management has launched an investment platform aimed at global wealth investors, as the firm looks to expand its wealth business outside of the US. Apollo Private Markets SICAV,...

      • Prytania hires business development md for US and Canada

        Sector developments and company hires

        Prytania hires business development md for US and Canada London-headquartered Prytania Asset Management has appointed former Schultze Asset Management executive Angela Lui as managing director to head up business development activity across the US...


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