Basel II unlikely to reduce securitization of corporate exposures according to S&P
A new Standard & Poor’s report ‘Assessment Of The Basel II Framework: Incentive To Securitize Corporate Exposures Remains’ has found that the introduction of Basel II is unlikely to translate into reduced securitization of corporate exposures.
As its title suggest, Standard & Poor’s new report ‘Assessment Of The Basel II Framework: Incentive To Securitize Corporate Exposures Remains’ has found that the introduction of Basel II is unlikely to translate into reduced securitization of corporate exposures.
Although Basel II will reduce regulatory capital arbitrage incentives, which will remain significant in most cases, banks may increasingly rely on securitization as an effective tool to neutralize potential volatility in Basel II
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