EU reporting regime a ‘hurdle’ for risk transfer deals, say investors
Onerous disclosure templates could deter US banks from marketing synthetic securitisations to European buyers
Credit investors across Europe fear missing out on a lucrative new market in risk transfer deals because of stringent rules for securitisation issuers.
US banks are widely expected to ramp up their use of synthetic risk transfer transactions following recent regulatory guidance, with some market participants predicting up to $15 billion of issuance this year. But European asset managers and credit
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Investing
Hedge funds trim US swap spreads on tariff decision
Investors cut back asset swap positions as Supreme Court ruling reignites deficit concerns
AI spend in US could be good for bonds in Europe – finance chiefs
Development of AI is capital-intensive, but adoption less so, which could favour EU
Markets never forget: the lasting impression of square-root impact
Jean-Philippe Bouchaud argues trade flows have a large and long-term effect on asset prices
Industry frowns on FCA’s single-sided trade reporting efforts
Buy side warns UK attempt to ease Mifir burden may miss target; dealers aren’t happy either
Ram AI’s quest to build an agentic multi-strategy hedge fund
The Swiss fund already runs an artificial intelligence model factory and a team of agentic credit analysts
Real money investors cash in as dispersion nears record levels
Implied spreads were elevated to start 2026. Realised levels have been “almost unprecedented”
Beyond the hype, tokenisation can fix the pipework
Blockchain tech offers slicker and cheaper ops for illiquid assets, explains digital expert
Investors turn to costly ‘all weather’ hedging strategies
Geopolitical and technology risks spur demand for multi-strategy QIS tail hedges