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SRT growth raises fresh questions on valuation and risk
The market for significant risk transfer (SRT) transactions is evolving, driven by regulatory developments and increased participation from asset managers and other buy-side investors.
Oliver Gergelj, executive director, quantitative modelling at S&P Global Market Intelligence, discusses the implications for banks, investors and regulators – from valuation challenges to shifting approaches to risk transfer.
Key discussion points:
0:57 – Market evolution in SRTs: regulation, participants, structures
03:43 – The significance of recent shifts for banks, investors and regulators
05:32 – Challenges in pricing and assessing SRT risk
08:12 – S&P Global Market Intelligence’s approach to SRT analysis
Explore SRT capabilities at S&P Global Market Intelligence Portfolio Valuations
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