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

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

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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)

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