ABS set for revival under US Treasury’s liquidity buffer plans

Allowing securitisations to count towards LCR and NSFR buffers could boost ABS market

Image of house and money
Risk.net montage

A US Treasury department proposal to allow some securitisations to count towards regulatory liquidity buffers should spur the market for high-grade structured credit, say market observers.

Among a flurry of recommendations within the second part of its report to President Trump on financial regulation, published on October 6, the Treasury suggested certain securitisations should be considered as high-quality liquid assets for the purposes of the Basel Committee’s liquidity coverage ratio (LCR)

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 copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options


Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here