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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)
Invesco Senior Secured Management, Limerock CLO IIICredit Suisse512.50
HarbourView, HarbourView VIIJefferies414.00
MCF Capital Management LLC., MCF IVWells Fargo405.96

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 20 Oct 2014
1 JPMorgan 57,475.48 143 10.31%
2 Bank of America Merrill Lynch 50,643.60 142 9.09%
3 Citi 50,519.56 130 9.06%
4 Barclays 49,010.92 123 8.79%
5 Credit Suisse 46,233.08 112 8.29%

Financing Record (MBS)

IssuerPriceTotal Amount ($ Millions)
CCCIT 2014-A899.991,099.80
Westgate 2014-1100.0053.00
Westgate 2014-1100.0035.00

Priced Deals

IssuerMaturitySize
Citi27-Oct-211000
Deutsche Bank08-Sep-21250
Credit Suisse16-Oct-191000

Bookrunners of European Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 5,656.88 18 8.98%
2 Deutsche Bank 4,853.22 15 7.70%
3 Bank of America Merrill Lynch 4,636.22 11 7.36%
4 HSBC 4,327.82 11 6.87%
5 Citi 4,083.79 11 6.48%