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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)
PineBridge InvestmentsCredit Industriel et Commercial372.66
Cairn Loan InvestmentsCiti343.03
Credit Suisse Asset ManagementCredit Suisse459.75

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 25 May 2015
1 Credit Suisse 22,179.57 63 9.69%
2 JPMorgan 21,599.12 63 9.44%
3 Wells Fargo Securities 20,780.35 74 9.08%
4 Bank of America Merrill Lynch 20,734.76 70 9.06%
5 Citi 18,738.60 58 8.19%

Financing Record (MBS)

IssuerPriceTotal Amount ($ Millions)
GEDFT 2015-1100.00475.00
GEDFT 2015-2100.00300.00
OMFIT 2015-1100.0072.90

Priced Deals

IssuerMaturitySize
Danske Bank04-May-20750
Nordea02-Jun-22300
Wells Fargo & Co02-Jun-201250

Bookrunners of European Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 26 May 2015
1 Citi 3,064.41 8 5.97%
2 Lloyds Banking Group 1,995.65 5 3.89%
3 Deutsche Bank 1,802.37 5 3.51%
4 Morgan Stanley 1,796.05 4 3.50%
5 Bank of America Merrill Lynch 1,738.49 6 3.39%