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07:30
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09:00
09:10
09:35
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- 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
10:20
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- How will CRR amendments and CRR3 implementation shape banks’ use of SRT for capital relief?
- What does the delayed Basel IV output floor mean for banks’ evolving SRT strategies?
- How will CRD6 change governance, disclosure and supervisory expectations for SRT?
- EU Securitisation Framework Review: implications for due diligence, reporting and disclosure requirements
- What do diverging capital rules in the US mean for global issuance, liquidity and cross-Atlantic dynamics?
11:05
11:30
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- 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
12:20
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- 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
13:00
14:10
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- From real assets, to project finance, digital infrastructure, sublines and CRE: which asset classes offer the best opportunity?
- Overcoming hurdles to execute first deals in new jurisdictions
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)
15:10
15:30
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- 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?
16:15
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- 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?
