Capital Relief Trades
THE MECHANICS OF RISK TRANSFER
A Special Report published by SCI
A research report offering up to date intelligence for new entrant issuers, investors and support service providers.
Featuring 14 exhibits and interviews with over 20 industry leaders, this 13,000-word report will
provide an in-depth exploration of capital relief trades, including:
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Analyses of risk transfer methods, structural developments and pricing considerations
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Origination trends and new issuance, the growing motivations to do business, the bank decision process, barriers to entry and syndicated versus bilateral issuance
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Investment management trends, the originator/investor universe and emerging opportunities
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A case study covering balance sheet optimisation, portfolio acquisitions, risk management and benchmarking methodologies
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A chapter on regulatory developments, including insight on the STS securitisation debate, as well as Solvency 2 constraints and Basel 3 calibrations
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Includes a detailed glossary