Credit-risk transfer transactions’ prominence grows as regulations evolve
Moody's Talks - Securitization Spotlight
English - May 31, 2024 14:24 - 18 minutes - 16.9 MB - ★★★★★ - 2 ratingsBusiness News securitization sfg structured finance Homepage Download Apple Podcasts Google Podcasts Overcast Castro Pocket Casts RSS feed
Previous Episode: Private credit CLOs becoming more likely in Europe as market grows
As the regulatory environment continues to evolve, US and European banks have sought regulatory capital relief by offloading the credit risk of loans they make via special types of transactions.
Guests: Warren Kornfeld, Senior Vice President at Moody's Ratings; Nick Monzillo, VP-Senior Analyst at Moody's Ratings; Frank Cerveny, VP-Senior Research Analyst at Moody's Ratings
Host: Aaron Johnson, VP-Senior Research Writer at Moody's Ratings
Related reports:
Auto ABS - US: Credit-linked notes include risks not seen in typical auto ABS; issuance is risingBanks and Structured Finance – US: Risk transfer gives banks protection, but more capital is better; ABS implications varyBanks and Structured Finance – Europe: Output floor proposal could erode benefits of SRT for regulatory capital and risk management purposes