SRT issuance hits €260bn as capital relief grows
Banks cut capital ratios by over 40bp on average via SRT deals, BIS research shows
The underlying pool size of synthetic risk transfer (SRT) transactions reached a record €260 billion ($305 billion) in 2024, up €36 billion from 2023, as banks reduced capital requirements by an average of 43 basis points through these deals, according to two reports released by the Bank for International Settlements (BIS).
Banks headquartered in the European Union accounted for €152 billion, or
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