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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)
Saranac Advisory Limited, SRANC 2014-3Jefferies399.75
Steele Creek Investment Management, Steele Creek CLO 2014-1BNP Paribas413.50
Jefferies Finance, JFIN Revolver 2014Jefferies498.00

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 21 Jul 2014
1 JPMorgan 39,677.08 96 10.63%
2 Citi 38,263.92 96 10.26%
3 Bank of America Merrill Lynch 35,924.95 98 9.63%
4 Barclays 31,529.48 76 8.45%
5 Credit Suisse 27,820.58 75 7.46%

Financing Record (MBS)

IssuerPriceTotal Amount ($ Millions)
SOFI 2014-A100.00125.50
SOFI 2014-A99.99125.50
SRFC 2014-299.9973.10

Priced Deals

IssuerMaturitySize
Talanx23-Jul-26500
NN Group1000
Dexia Crédit Local15-Jul-171000

bookrunners of European Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 4,076.46 11 9.76%
2 Deutsche Bank 3,489.39 10 8.35%
3 Bank of America Merrill Lynch 2,737.00 7 6.55%
4 RBS 2,666.67 6 6.38%
5 Barclays 2,655.81 8 6.36%
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