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Where do investors look when JGBs and USTs are no longer reliable?
Asian buyers driving callable SSA market have resurfaced in public benchmark deals
Public sector issuers have become more flexible when executing cross-currency interest rate swaps
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With pressure on banks to tighten their belts and deleverage balance sheets, in 2017 synthetic securitization could become a much bigger part of the bank treasurer’s toolkit.
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We wish all our readers a merry Christmas and a peaceful and prosperous new year. We also hope you get some well-deserved rest over the holidays. You will need all the energy you can muster. We face another year of extreme volatility, risks and shocks in 2017, perhaps even more than in 2016. -
The story of the leveraged finance market in 2016 was in many ways the story of the LBO — or perhaps more aptly, the non-story.
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Making senior debt explicitly bail-inable fundamentally changes the risk profile of the asset class. Investors must not take that shift lightly.
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It doesn’t take a genius to work out that Greece needs real debt relief if it is ever to return to stability, nor that European leaders are afraid of providing it ahead of a busy election calendar for next year.
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The immediate irony of the securitization industry’s efforts to create a “simple, transparent and standardised” framework to boost the market is that once Europe’s politicians got hold of it, it became a complicated, opaque and idiosyncratic way of holding it back.
