SIVs Look To Synthetic Underlyings

Managers are working on structured investment vehicles referencing the iTraxx and CDX credit derivative indices, prompted by changes to accounting treatments making them more attractive.

  • 29 May 2007
Managers are working on structured investment vehicles referencing the iTraxx and CDX credit derivative indices, prompted by changes to accounting treatments making them more attractive. The adoption of FAS 155 at the start of the year allowed funded notes linked to the indices to be accounted for in ...

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GlobalCapital European securitization league table

Rank Lead Manager/Arranger Total Volume $m No. of Deals Share % by Volume
1 Bank of America Merrill Lynch (BAML) 4,755 19 11.75
2 Citi 4,288 14 10.60
3 Rabobank 2,633 4 6.51
4 Goldman Sachs 2,615 4 6.46
5 Barclays 2,603 8 6.43

Bookrunners of Global Structured Finance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 24 Jul 2017
1 Bank of America Merrill Lynch 57,945.74 181 12.35%
2 Citi 57,243.86 174 12.20%
3 Wells Fargo Securities 48,214.86 152 10.28%
4 JPMorgan 33,301.70 114 7.10%
5 Credit Suisse 25,010.27 80 5.33%