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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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European CLO

IssuerArrangerSize ($M)
CELF Advisors LLPCiti457.88
Black Diamond Capital ManagementNatixis372.90
Tikehau Capital Europe Goldman Sachs399.85

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 20 Jul 2015
1 Bank of America Merrill Lynch 37,019.03 117 10.45%
2 JPMorgan 34,164.05 95 9.65%
3 Wells Fargo Securities 33,567.54 113 9.48%
4 Credit Suisse 30,961.02 91 8.74%
5 Citi 28,671.94 87 8.10%

Financing Record (MBS)

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

Priced Deals

IssuerMaturitySize
Société Générale22-Jul-181500
UBS30-Jun-201500
HSBC30-Jun-251500

Bookrunners of European Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Bank of America Merrill Lynch 5,730.87 19 12.31%
2 Citi 3,825.24 12 8.21%
3 Morgan Stanley 2,856.07 8 6.13%
4 Lloyds Banking Group 2,731.65 9 5.87%
5 Deutsche Bank 2,645.28 7 5.68%