Basel proposes risk weight raise for securitisations

The Basel Committee on Banking Supervision has laid out revisions to its ratings based approach which would force banks to hold more capital against securitisation positions for all but the most distressed assets. The proposed changes are in line with expectations, bankers say, but how the new approach will be implemented is still up for debate.

  • 19 Dec 2012

The changes were outlined in a consultation on “Revisions to the Basel Securitisation Framework” launched on Tuesday.

The Committee proposed raising the risk weights for triple-A rated senior tranche securitisation with a one year maturity from 7% to 20%. ...

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Bookrunners of Global Covered Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 26 Jul 2016
1 HSBC 9,097.35 50 2.97%
2 UBS 9,075.57 52 2.96%
3 Credit Agricole CIB 8,176.21 37 2.67%
4 Landesbank Baden-Wuerttemberg - LBBW 7,963.90 45 2.60%
5 Commerzbank Group 7,644.36 44 2.49%

Bookrunners of Global FIG

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 25 Jul 2016
1 JPMorgan 57,241.61 243 6.71%
2 Citi 51,142.49 279 6.00%
3 Goldman Sachs 50,623.07 232 5.94%
4 Morgan Stanley 47,985.75 206 5.63%
5 HSBC 46,813.97 197 5.49%

Bookrunners of Dollar Denominated FIG

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 26 Jul 2016
1 JPMorgan 45,037.97 168 10.75%
2 Citi 41,789.37 210 9.98%
3 Bank of America Merrill Lynch 39,178.97 184 9.35%
4 Wells Fargo Securities 35,649.15 155 8.51%
5 Morgan Stanley 35,078.35 155 8.38%

Bookrunners of Euro Denominated Covered Bond Above €500m

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 26 Jul 2016
1 Credit Agricole CIB 7,016.13 25 8.37%
2 UBS 5,981.15 20 7.13%
3 BNP Paribas 5,603.49 21 6.68%
4 Landesbank Baden-Wuerttemberg - LBBW 5,485.15 21 6.54%
5 Commerzbank Group 4,873.19 20 5.81%

Global FIG Revenue

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 02 May 2016
1 Morgan Stanley 365.83 497 7.62%
2 JPMorgan 332.66 618 6.92%
3 Bank of America Merrill Lynch 299.89 590 6.24%
4 Goldman Sachs 276.71 375 5.76%
5 Citi 264.54 592 5.51%

Bookrunners of European Subordinated FIG

Rank Lead Manager Amount €m No of issues Share %
  • Last updated
  • 26 Jul 2016
1 HSBC 5,625.84 17 12.59%
2 BNP Paribas 5,033.74 15 11.26%
3 UBS 3,892.79 17 8.71%
4 Barclays 2,454.68 7 5.49%
5 Goldman Sachs 2,453.63 14 5.49%