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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
  • 16 Oct 2014
1 Natixis 12,005.07 45 7.02%
2 BNP Paribas 11,290.05 40 6.61%
3 UniCredit 11,064.68 80 6.47%
4 HSBC 8,878.71 41 5.20%
5 Commerzbank Group 8,849.25 40 5.18%

Bookrunners of Global FIG

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 15 Oct 2014
1 Bank of America Merrill Lynch 84,783.98 301 7.17%
2 JPMorgan 81,414.93 331 6.89%
3 Goldman Sachs 73,212.50 313 6.19%
4 Deutsche Bank 71,985.84 268 6.09%
5 Citi 69,922.50 328 5.91%

Bookrunners of Dollar Denominated Covered Bond Above $1bn

Rank Lead Manager Amount €m No of issues Share %
  • Last updated
  • 15 Oct 2014
1 JPMorgan 446,455.77 2518 0.00%
2 Citi 374,881.01 2094 0.00%
3 Bank of America Merrill Lynch 374,541.95 2409 0.00%
4 Barclays 342,345.25 1758 0.00%
5 Deutsche Bank 308,086.36 1652 0.00%

Bookrunners of Dollar Denominated FIG

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 15 Oct 2014
1 Deutsche Bank 29,444.29 79 9.00%
2 BNP Paribas 20,500.26 60 6.27%
3 Goldman Sachs 20,145.91 66 6.16%
4 Barclays 19,217.29 71 5.87%
5 Bank of America Merrill Lynch 17,770.40 46 5.43%

Bookrunners of Euro Denominated Covered Bond Above €500m

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 16 Oct 2014
1 BNP Paribas 8,089.51 26 8.54%
2 Natixis 7,730.73 25 8.16%
3 UniCredit 6,347.32 23 6.70%
4 Commerzbank Group 6,095.49 20 6.43%
5 Barclays 5,463.02 17 5.76%

Global FIG Revenue

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 15 Oct 2014
1 JPMorgan 1,120.05 1211 8.44%
2 Bank of America Merrill Lynch 870.41 1114 6.56%
3 Goldman Sachs 870.07 892 6.55%
4 Deutsche Bank 834.46 1131 6.29%
5 Citi 782.21 1129 5.89%

Bookrunners of European Subordinated FIG

Rank Lead Manager Amount €m No of issues Share %
  • Last updated
  • 16 Oct 2014
1 HSBC 10,466.40 20 12.00%
2 Deutsche Bank 7,370.24 22 8.45%
3 UBS 6,381.44 21 7.31%
4 BNP Paribas 5,705.15 19 6.54%
5 Bank of America Merrill Lynch 5,371.83 21 6.16%