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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New! GlobalCapital European securitization league table

Rank Lead Manager/Arranger Total Volume $m No. of Deals Share % by Volume
1 Bank of America Merrill Lynch (BAML) 6,215 16 11.38
2 Citi 5,912 16 10.83
3 Credit Suisse 4,439 8 8.13
4 JP Morgan 4,037 8 7.39
5 Rabobank 3,911 6 7.16

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 26 Sep 2016
1 Wells Fargo Securities 57,977.06 137 11.31%
2 Bank of America Merrill Lynch 52,688.38 148 10.28%
3 Citi 47,215.64 136 9.21%
4 JPMorgan 46,827.57 131 9.14%
5 Credit Suisse 39,896.25 106 7.79%