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) 8,597 25 11.15
2 Citi 8,291 24 10.76
3 Lloyds Bank 5,252 18 6.81
4 Morgan Stanley 5,011 12 6.50
5 JP Morgan 4,981 11 6.46

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 28 Nov 2016
1 Wells Fargo Securities 78,092.65 197 11.10%
2 Bank of America Merrill Lynch 71,465.85 206 10.16%
3 JPMorgan 64,434.81 190 9.16%
4 Citi 63,207.18 188 8.98%
5 Credit Suisse 51,138.29 138 7.27%