FIG

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
  • Today
1 HSBC 9,739.53 47 6.54%
2 Natixis 8,793.50 49 5.91%
3 UBS 7,992.36 47 5.37%
4 RBC Capital Markets 7,713.90 25 5.18%
5 BNP Paribas 7,204.17 30 4.84%

Bookrunners of Global FIG

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 31 Aug 2015
1 JPMorgan 65,317.90 299 7.19%
2 Citi 61,310.66 313 6.75%
3 Goldman Sachs 55,828.88 246 6.14%
4 Bank of America Merrill Lynch 55,506.66 239 6.11%
5 Morgan Stanley 52,566.96 237 5.79%

Bookrunners of Dollar Denominated FIG

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Goldman Sachs 15,913.78 39 7.69%
2 Deutsche Bank 15,495.14 58 7.49%
3 UBS 13,071.56 29 6.32%
4 SG Corporate & Investment Banking 11,143.88 33 5.39%
5 Credit Agricole CIB 10,200.23 29 4.93%

Bookrunners of Euro Denominated Covered Bond Above €500m

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Natixis 5,819.79 27 4.04%
2 BNP Paribas 5,381.12 20 3.73%
3 HSBC 4,849.58 20 3.37%
4 Credit Agricole CIB 3,905.74 17 2.71%
5 Commerzbank Group 3,873.90 18 2.69%

Global FIG Revenue

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 24 Aug 2015
1 Goldman Sachs 691.76 664 7.00%
2 JPMorgan 638.31 966 6.46%
3 Citi 604.81 972 6.12%
4 Morgan Stanley 580.19 1060 5.87%
5 Bank of America Merrill Lynch 560.29 963 5.67%

Bookrunners of European Subordinated FIG

Rank Lead Manager Amount €m No of issues Share %
  • Last updated
  • Today
1 HSBC 6,580.15 14 10.12%
2 Deutsche Bank 5,813.49 20 8.94%
3 UBS 5,536.85 11 8.51%
4 BNP Paribas 5,047.07 14 7.76%
5 Credit Agricole CIB 4,884.74 6 7.51%