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Securitization

Securitization Working Group Unveils Simplified Arbitrage-Free Approach To Capital

A securitization industry working group has unveiled a second method for calculating capital requirements for securitization positions as it seeks to persuade the Basel Committee on Banking Supervision to change the capital framework it proposed at the end of last year.

  • 25 Jun 2013

A securitization industry working group has unveiled a second method for calculating capital requirements for securitization positions as it seeks to persuade the Basel Committee on Banking Supervision to change the capital framework it proposed at the end of last year.

The working group, led ...

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CLO

IssuerArrangerSize ($M)
CVP, CVP Cascade CLO-3Jefferies408.50
CVC Credit Partners, LLC, Apidos XXCredit Suisse509.25
CIFC Asset Management LLC, CIFC Funding LTD 2011-1 (Refi) Nomura290.30

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 960.41 3 12.42%
2 Mizuho 844.54 3 10.92%
3 Credit Agricole CIB 794.04 2 10.27%
3 Barclays 794.04 2 10.27%
5 CITIC Securities 553.21 3 7.15%

Financing Record (MBS)

IssuerPriceTotal Amount ($ Millions)
HAROT 2015-1100.00122.00
HAROT 2015-1100.00384.00
HAROT 2015-1100.00384.00

Priced Deals

IssuerMaturitySize
Citi28-Jan-251250
JP Morgan27-Jan-251500
JP Morgan27-Jan-20750

Bookrunners of European Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 20 Jan 2015
1 Credit Agricole CIB 540.88 1 21.68%
1 Citi 540.88 1 21.68%
1 Barclays 540.88 1 21.68%
4 SG Corporate & Investment Banking 278.64 1 11.17%
4 RBS 278.64 1 11.17%