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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)
BlueMountain Capital Management, BlueMountain CLO 2014-3Citi612.05
Silvermine Capital Management, ECP 2014-6Citi879.10
CIFC Asset Management LLC, CIFC 2014-IVMorgan Stanley626.50

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 01 Sep 2014
1 JPMorgan 44,231.71 107 10.11%
2 Citi 43,338.90 107 9.91%
3 Bank of America Merrill Lynch 38,388.03 108 8.78%
4 Barclays 37,285.66 95 8.52%
5 Credit Suisse 36,262.48 89 8.29%

Financing Record (MBS)

IssuerPriceTotal Amount ($ Millions)
VOLT 2014-NPL599.84123.80
VOLT 2014-NPL598.0624.30
TCMLT 2014-NPL198.4535.50

Priced Deals

IssuerMaturitySize
UBS03-Sep-211500
UBS05-Sep-161500
Deutsche Bank15-Apr-19700

Bookrunners of European Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 4,076.46 11 4.63%
2 Deutsche Bank 3,489.39 10 3.97%
3 Bank of America Merrill Lynch 3,307.26 8 3.76%
4 RBS 2,666.67 6 3.03%
5 Barclays 2,655.81 8 3.02%