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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
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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?
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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
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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
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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
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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?
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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?
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