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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GlobalCapital European securitization league table

Rank Lead Manager/Arranger Share % by Volume
1 Societe Generale 13.43
2 Rabobank 12.61
3 Morgan Stanley 10.27
4 Barclays 7.86
5 Natwest Markets (RBS) 7.15

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 27 Mar 2017
1 Bank of America Merrill Lynch 18,561.02 56 11.69%
2 Wells Fargo Securities 18,160.90 57 11.44%
3 JPMorgan 12,092.45 38 7.62%
4 Citi 11,878.92 43 7.48%
5 Credit Suisse 9,276.87 26 5.84%