14
May
Transforming capital risk profiles through SRT mechanisms
Significant Risk Transfer (SRT) volumes have been rising steadily in past years with double digit growth recorded year-on-year. This surge underscores a critical transformation in risk management approaches and highlights the importance of the mechanism as a sophisticated risk management tool for banks navigating economic uncertainty. Previously a peripheral strategy, but now central to modern bank capital management, panellists will discuss the growing prevalence and importance of SRTs as a risk management tool in structured finance:
How does the European Commission define SRTs? How have regulators adopted advice following Basel III consultation period?
How does the increase in SRT volumes reflect broader market evolutions?
What structuring techniques are banks implementing to maximise capital relief whilst maintain comprehensive risk management frameworks?
How are US banks implementing regulatory frameworks for SRTs? What have they learnt from European banks shouldering a heavier Basel III compliance requirement?
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SpeakersNathan Tipping ABS Reporter Debtwire
Thomas Alamalhoda Managing Director, Head of Resource & Portfolio Management BNP Paribas
Alastair Pickett Senior Investment Analyst & Portfolio Manager Chenavari Investment Managers
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