Capital Relief Trades

  • Santander surging

    NA mortgage and auto loan CRT deals looming

    Santander is in the market with two regulatory capital relief deals referencing NA assets: a synthetic securitization of US mortgages and of US auto loans.

    The securitization of US mortgages, dubbed 2022-MTG1, consists of a six tranche deal with a .......

    News 2 December 2022

  • Baltic boost

    Second ever Baltic SRT finalized

    News 2 December 2022

  • Risk transfer round up-2 December

    CRT sector developments and deal news

    News 2 December 2022

  • CRT duo launched

    Santander finalizes two auto CRTs

    News 2 December 2022

  • Swiss CRT launched

    Credit Suisse executes synthetic ABS

    News 30 November 2022

  • Hedging boost

    Unicredit opts for uncapped swap structure

    News 25 November 2022

  • Sell-side specialisms

    SRT bank relationships, technical knowledge transferred

    SRT arranger/structurer departures from Citi have been notable over the last year, with Olivier Renault (SCI 1 December 2021), Mark Kruzel (SCI 11 May) and Alexis De Vrieze (SCI 8 September) all moving to the buy-side, for example. Capital relief trade sell-siders bring specialisms – including technical knowledge and bank relationships – that can be particularly .......

    News 24 November 2022

  • Risk transfer round up-24 November

    CRT sector developments and deal news

    News 24 November 2022

  • Unlimited mandate

    Robert Bradbury, head of structured credit execution and adv...

    Q: A&Ms structured credit offering is a core component of the firm’s portfolio advisory group, which acts for both the buy-side and the sell-side in respect of portfolio and credit opportunities across asset classes, including core lending books, non-performing loans, aviation, shipping and specialty lending, as well as all structured finance opportunities relating to these segments. What does your .......

    Provider Profile 23 November 2022

  • Lift off

    Canadian CRT market picks up

    News 22 November 2022

  • Cliff edge

    New report raises alarm over output floor

    News 22 November 2022

  • ECB review disclosed

    CET1 ratios decline amid weaker ROE outlook

    News 17 November 2022

  • Test case

    Bayern LB executes first synthetic ABS

    News 17 November 2022

  • Risk transfer round up-16 November

    CRT sector developments and deal news

    News 16 November 2022

  • Staying strong

    Partnership approach hailed as basis of SRT success

    SRT pricing is, generally speaking, currently approximately 200bp wider compared to the beginning of 2022. Yet pricing has remained relatively sticky within a range, demonstrating the success of the partnership approach involved in capital relief trades, which tend to be much more negotiated and tailored.

    “Despite the difficult economic environment, we believe 2022 has been a successful year .......

    News Analysis 15 November 2022

  • Risk transfer round up-14 November

    CRT sector developments and deal news

    News 14 November 2022

  • Shifting gear

    Synthetic auto and consumer ABS eyed

    News Analysis 11 November 2022

  • Risk transfer round up-10 November

    CRT sector developments and deal news

    News 10 November 2022

  • Risk transfer round up- 8 November

    CRT sector developments and deal news

    News 8 November 2022

  • Risk transfer round up- 7 November

    CRT sector developments and deal news

    News 7 November 2022

  • Call for Och 'feud' to end

    Sector developments and company hires

    Call for Och ‘feud’ to end
    Sculptor Capital Management’s independent board members and Jimmy Levin, the firm’s current cio and ceo, have issued statements in response to a recent court filing related to a dispute brought by former chairman and ceo Daniel Och. The filing mentions a “personal issue” from Levin’s past, which was thoroughly reviewed at the time and .......

    Market Moves 3 November 2022


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