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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
  • 28 Jul 2015
1 HSBC 8,630.49 41 6.45%
2 Natixis 8,446.58 47 6.32%
3 RBC Capital Markets 7,558.96 24 5.65%
4 UBS 6,942.22 40 5.19%
5 BNP Paribas 6,916.55 29 5.17%

Bookrunners of Global FIG

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 27 Jul 2015
1 JPMorgan 61,700.03 267 7.44%
2 Citi 57,162.57 286 6.90%
3 Goldman Sachs 51,784.22 214 6.25%
4 Morgan Stanley 48,061.03 212 5.80%
5 Bank of America Merrill Lynch 47,623.90 210 5.74%

Bookrunners of Dollar Denominated FIG

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 28 Jul 2015
1 Goldman Sachs 15,440.75 36 7.93%
2 Deutsche Bank 15,024.48 53 7.72%
3 UBS 13,015.99 28 6.69%
4 SG Corporate & Investment Banking 10,628.40 30 5.46%
5 BNP Paribas 9,545.15 31 4.91%

Bookrunners of Euro Denominated Covered Bond Above €500m

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 28 Jul 2015
1 Natixis 5,584.44 26 8.66%
2 BNP Paribas 5,093.51 19 7.90%
3 HSBC 4,165.96 18 6.46%
4 Credit Agricole CIB 3,701.66 16 5.74%
5 UBS 3,517.95 15 5.45%

Global FIG Revenue

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 27 Jul 2015
1 Goldman Sachs 624.95 581 7.05%
2 JPMorgan 576.59 883 6.50%
3 Citi 526.92 880 5.94%
4 Bank of America Merrill Lynch 501.95 862 5.66%
5 Morgan Stanley 501.06 951 5.65%

Bookrunners of European Subordinated FIG

Rank Lead Manager Amount €m No of issues Share %
  • Last updated
  • 28 Jul 2015
1 Deutsche Bank 5,658.62 18 10.63%
2 UBS 5,456.98 10 10.25%
3 HSBC 5,068.63 11 9.52%
4 Credit Agricole CIB 4,884.74 6 9.18%
5 JPMorgan 3,766.09 19 7.08%