The European Significant Risk Transfer Securitisation Market
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The European Significant Risk Transfer Securitisation Market
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Author : Fernando González
language : en
Publisher:
Release Date : 2023
The European Significant Risk Transfer Securitisation Market written by Fernando González and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023 with categories.
The European significant risk transfer (SRT) securitisation market is increasingly being used by major EU banks to manage risk and capital, but is not well known. SRT can provide an extra source of capital, flexibly and at a reasonable cost. Despite the bespoke nature of transactions, the SRT market has expanded significantly in the recent past to the point where it has now become a dependable way for banks to release capital, manage their balance sheets and improve their capital ratios. Banking supervisors assess SRT transactions to evaluate the degree of risk transfer from banks to investors, allowing institutions to achieve capital relief when this is considered sufficient. The market has become a permanent feature in European banks' capital management toolkit, alongside other standard but better-known instruments. Drawing on the ECB's unique and comprehensive database of SRT securitisations issued by large European banks supervised by the Single Supervisory Mechanism (SSM), we provide an overview of the main features of the European SRT market, a typology of the structures currently in use and an account of the market's evolution over the past five years. In so doing, we attempt to shed light on the main conceptual features of SRT securitisations in relation to non-SRT securitisation structures, as well as the regulatory processes behind capital relief that have been instrumental in supporting their increased use by European banks.
Asset Securitisation And Synthetic Structures
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Author : Rick Watson
language : en
Publisher: Euromoney Books
Release Date : 2006
Asset Securitisation And Synthetic Structures written by Rick Watson and has been published by Euromoney Books this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Business & Economics categories.
Gain an in-depth analysis, expert opinion and practical advice from the experts in the European credit markets.
Monitoring Systemic Risks In The Eu Securitisation Market
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Author :
language : en
Publisher:
Release Date : 2022
Monitoring Systemic Risks In The Eu Securitisation Market written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022 with categories.
This Report has been produced in the light of the responsibility of the European Systemic Risk Board (ESRB) for macroprudential oversight of the EU securitisation market and it is the ESRB's first report of this kind. Article 31 of Regulation (EU) 2017/2402 (also known as the EU Securitisation Regulation or SECR) states that in order to highlight financial stability risks the ESRB should, in collaboration with the European Banking Authority (EBA), publish a report on the financial stability implications of the EU securitisation market at least every three years. The first edition of this report focuses on traditional (i.e. off-balance sheet) securitisations. By the end of 2022 the ESRB, in collaboration with all the European Supervisory Authorities (ESAs), should also publish another report assessing the impact on financial stability of the introduction of simple, transparent and standardised (STS) on-balance-sheet (i.e. synthetic) securitisations.
International Convergence Of Capital Measurement And Capital Standards
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Author :
language : en
Publisher: Lulu.com
Release Date : 2004
International Convergence Of Capital Measurement And Capital Standards written by and has been published by Lulu.com this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Bank capital categories.
Securitization And Credit Quality
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Author : David Marques?Ibanez
language : en
Publisher: International Monetary Fund
Release Date : 2016-11-15
Securitization And Credit Quality written by David Marques?Ibanez and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-11-15 with Business & Economics categories.
Banks are usually better informed on the loans they originate than other financial intermediaries. As a result, securitized loans might be of lower credit quality than otherwise similar nonsecuritized loans. We assess the effect of securitization activity on loans’ relative credit quality employing a uniquely detailed dataset from the euro-denominated syndicated loan market. We find that, at issuance, banks do not seem to select and securitize loans of lower credit quality. Following securitization, however, the credit quality of borrowers whose loans are securitized deteriorates by more than those in the control group. We find tentative evidence suggesting that poorer performance by securitized loans might be linked to banks’ reduced monitoring incentives.
Europe S Hidden Capital Markets
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Author : Jean-Pierre Casey
language : en
Publisher: CEPS
Release Date : 2005
Europe S Hidden Capital Markets written by Jean-Pierre Casey and has been published by CEPS this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Business & Economics categories.
Assessing regulatory measures taken at the EU level that impact European bond markets, this book examines the desirability, utility, and feasibility of certain policy measures.
The Risks Of Financial Institutions
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Author : Mark Carey
language : en
Publisher: University of Chicago Press
Release Date : 2007-11-01
The Risks Of Financial Institutions written by Mark Carey and has been published by University of Chicago Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-11-01 with Business & Economics categories.
Until about twenty years ago, the consensus view on the cause of financial-system distress was fairly simple: a run on one bank could easily turn to a panic involving runs on all banks, destroying some and disrupting the financial system. Since then, however, a series of events—such as emerging-market debt crises, bond-market meltdowns, and the Long-Term Capital Management episode—has forced a rethinking of the risks facing financial institutions and the tools available to measure and manage these risks. The Risks of Financial Institutions examines the various risks affecting financial institutions and explores a variety of methods to help institutions and regulators more accurately measure and forecast risk. The contributors--from academic institutions, regulatory organizations, and banking--bring a wide range of perspectives and experience to the issue. The result is a volume that points a way forward to greater financial stability and better risk management of financial institutions.
The Great Financial Plumbing
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Author : Karel Lannoo
language : en
Publisher: Rowman & Littlefield
Release Date : 2015-09-30
The Great Financial Plumbing written by Karel Lannoo and has been published by Rowman & Littlefield this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-09-30 with Business & Economics categories.
The financial crisis has led to a far-reaching redesign of the European regulatory and supervisory framework. Following the commitments made in the context of the G-20, but also reacting to internal shortcomings, the EU engaged in a massive program to re-regulate financial markets. The EU furthermore redesigned the structure for supervisory cooperation, initially through the European Supervisory Authorities, and later in its ambition to form the Banking Union. In The Great Financial Plumbing, Karel Lannoo systematically assesses the new regulatory and supervisory framework. The book’s structure follows the big questions on the agenda: 1) What is Banking Union? 2) How have the concerns of the G-20 been addressed by the EU (oversight of credit-rating agencies, better capital for banks, the re-regulation of securities and derivatives markets, asset management, depositor protection and bank resolution)? 3) How were uniquely EU rules on state aid applied to the banking sector? This book is designed to give professionals, policy-makers and students a better understanding of the new regulatory framework and insights into the policy context that has led to the new rules governing financial markets in Europe.
Bank Size And Systemic Risk
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Author : Mr.Luc Laeven
language : en
Publisher: International Monetary Fund
Release Date : 2014-05-08
Bank Size And Systemic Risk written by Mr.Luc Laeven and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-05-08 with Business & Economics categories.
The proposed SDN documents the evolution of bank size and activities over the past 20 years. It discusses whether this evolution can be explained by economies of scale or “too big to fail” subsidies. The paper then presents evidence on the extent to which bank size and market-based activities contribute to systemic risk. The paper concludes with policy messages in the area of capital regulation and activity restrictions to reduce the systemic risk posed by large banks. The analysis of the paper complements earlier Fund work, including SDN 13/04 and the recent GFSR chapter on “too big to fail” subsidies, and its policy message is in line with this earlier work.
The Transformation Of The European Financial System
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Author : Vitor Gaspar
language : en
Publisher:
Release Date : 2003-01-01
The Transformation Of The European Financial System written by Vitor Gaspar and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-01-01 with Banks and banking categories.