Capital Relief Trades

  • Test case

    JP Morgan said to be targeting SPV structure

    News 19 April 2023

  • SPV structures eyed

    US SPV CRT prospects raised

    News Analysis 13 April 2023

  • Canadian wave continues

    CIBC debuts synthetic securitisation

    News 13 April 2023

  • Capital solutions head poached

    Sector developments and company hires

    Capital solutions head poached
    Howden CAP has appointed Colin Reddy as md, head of financial institutions and advisory, based in London. He will leverage his industry expertise to provide clients with balance sheet and regulatory advisory solutions, while deepening Howden CAP’s existing structuring expertise.

    Reddy has over 20 years’ experience in financial services and joins Howden CAP from Mizuho .......

    Market Moves 12 April 2023

  • Risk transfer round up-12 April

    CRT sector developments and deal news

    News 12 April 2023

  • German SRT debuts

    OLB executes first synthetic securitisation

    News 6 April 2023

  • Latest SRTx fixings released

    Index values reflect recent banking volatility

    The latest fixings for the SRTx (Significant Risk Transfer Index) have been released. The most significant change in the index values since March’s fixings (SCI 3 March) is that – perhaps unsurprisingly, given recent volatility in the bank sector - spreads have widened across all segments, except European SMEs.

    This month’s survey responses suggest that spread .......

    News 5 April 2023

  • Corporate CRT launched

    MUFG opts for static pool in new CRT

    News 5 April 2023

  • Risk transfer round up-3 April

    CRT sector developments and deal news

    News 3 April 2023

  • Magnetar mooted

    Illinois-based investor denies buying Merchants Bank SRT

    Magnetar Capital, an Illinois-based asset manager, has denied strong rumours that it was the buyer of the SRT from Merchants Bank of Indiana, reported last Friday.

    Well-placed market sources had suggested that it had been the investor, but Magnetar says otherwise.

    The firm was founded in 2005 and had $12.6bn AUM on 31/12/2022. It has over 200 employees in Evanston, Illinois, Houston, Texas, .......

    News 3 April 2023

  • Merchants joins the party

    Brand new US SRT deal from Merchants Bank of Indiana

    Merchants Bank of Indiana, a subsidiary of Merchants Bancorpt, headquartered in Carmel, Indiana, has become the latest US regional to issue a SRT trade, it has been discovered.

    The bank, which had $9.7bn in assets of March 2022, has sold a $158m face value credit linked note (CLN) due May 26 2028.

    This deal represents a securitization of a $1.3bn reference pool of healthcare commercial .......

    News 31 March 2023

  • Maturity extensions

    Credit Agricole lengthens maturity in new SRT

    News 30 March 2023

  • Enpal backed for Germany's first solar ABS

    Sector developments and company hires

    Enpal backed for Germany’s first solar ABS 
    Renewable energy company Enpal has secured €356m from Citi and M&G to fund a warehouse facility for Germany’s first residential solar securitisation. The deal will provide Enpal customers access to financing for around 12,500 photovoltaic systems spanning energy storage and electric vehicle charging.

    Citi has made a senior debt commitment of €300m to .......

    Market Moves 30 March 2023

  • Fair winds

    CRT issuance hits all-time record

    CRT issuance volumes broke all-time records last year and the pipeline continues to build. The only potential blots on the horizon are the regulatory pause in the US and the fallout from the collapse of Credit Suisse and Silicon Valley Bank, as this Premium Content article suggests.

    Capital relief trade issuance broke all-time records last year with ......

    News Analysis 30 March 2023

    Premium Content


  • Credit protection continues

    UBS takeover leaves Elvetia notes unaffected

    News 29 March 2023

  • Risk transfer round up-28 March

    CRT sector developments and deal news

    News 28 March 2023

  • Swedish auto lease ABS debuts

    Sector developments and company hires

    Swedish auto lease ABS debuts
    Volkswagen Financial Services has closed its inaugural Swedish auto lease ABS. Dubbed VCL Master Sweden Compartment 1, the Skr9.1bn transaction is backed by a diversified pool of receivables representing over 40,000 leasing contracts extended to corporates and individuals in Sweden by Volkswagen Finans Sverige (VFS).

    In a private placement, the Aaa/AAA/AAA rated (Moody’s/ DBRS .......

    Market Moves 27 March 2023

  • Risk transfer comeback

    Lloyds executes synthetic ABS

    News 24 March 2023

  • Regionals roughed up

    US tier one banks set for new dawn in SRT market while regionals suffer

    As US regional banks have been battered in recent days, the SRT market for larger institutions might be looking up.

    Indeed, suggest sources, JP Morgan Chase is poised to issue a smallish SRT trade to test out the waters. Sources add that US regulators are seemingly about to adapt a more beneficent attitude towards the mechanism than has been the case for .......

    News Analysis 22 March 2023

  • AlbaCore, FSI strategic partnership inked

    Sector developments and company hires

    AlbaCore, FSI strategic partnership inked
    Australian asset manager First Sentier Investors (FSI) has acquired a majority stake in UK-headquartered private debt firm AlbaCore Capital Group. The move is intended to diversify FSI’s portfolio across new asset classes and geographies. Completion of the strategic partnership is targeted for 3Q23, pending regulatory approvals.

    The deal is the latest in a trend .......

    Market Moves 21 March 2023

  • Capital call CRT prepped

    Standard Chartered readies synthetic ABS

    News 21 March 2023


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