2026 Agenda

• Where are we in the global credit cycle? How susceptible is SRT to global macro volatility and systemic shocks?
• How does SRT stack up compared to alternative credit strategies in the current yield, risk and liquidity environment?
• How is spread compression shaping pricing, returns and market performance?
• Understanding performance of blind pools versus disclosed and filtered portfolios

• How will CRR amendments and CRR3 implementation shape SRT supply, structure and pricing?
• How will the Basel IV output floor delay influence SRT strategy, supply and returns?
• CRD6: implications for  governance, transparency and investor confidence
• EU Securitisation Framework Review: due diligence, disclosure requirements and market access
• What do diverging capital rules  in the US mean for global issuance, relative value, liquidity and cross-Atlantic dynamics?

• How has the  influx of capital in the last two years reshaped  pricing movements and tensions?
• How is the environment for capital raising evolving and what does it indicate about appetite from LPs?
• Innovation in financing structures: how are investors diversifying their approaches?
• Exploring varying strategies for trade selection, credit assessment pricing and relationship dynamics

• Understanding the impact of Solvency II and capital treatment changes on the unfunded market
• Prospects for STS eligibility under the revised securitisation framework: update on the latest on the regulatory proposals
• Making sense of the moving parts: what are the next steps and expected timelines?
• Addressing misconceptions around risk concentration and systemic concerns
• Implications of the new rules for insurers - and on wider SRT investor base dynamics

Case study presentation 1: How first SRT deals help build markets: an EIF case study across assets and jurisdictions
Jesper Skoglund, Structured Finance Investment Manager, European Investment Fund (EIF)

Case study presentation 2: Scaling 4 Impact: Creating a new MDB Asset Class
Silvio Audi, Principal Risk Officer, Risk Management, IDB Invest

• How do issuers evaluate the available tools for reducing RWA and capital usage? And what broader strategic benefits are banks looking for from SRT?
• Navigating the regulatory burden: How do capital rules shape deal structures and banks’ overall SRT strategies?
• Strengthening operational resilience: practical approaches to enhancing data quality, governance, documentation and monitoring
• Building and deepening investor partnerships - and delivering seamless deal execution
• Is SRT becoming a mainstream pillar of banks’ capital management strategy?

• Where are we going? What are the market’s depth and capacity potential - and limitations?
• Hedging vs true risk sharing - are risk/ return dynamics shifting appropriately?
• Is a conceptual split emerging between standardised large corporate SRTs and relationship-based risk-sharing SRTs?
• How are documentation standards changing? Is good market discipline being upheld?
• Regulatory scrutiny, misconceptions of risk and critical commentary: how should the market respond?