Resurgence of synthetic securitisations: Capital-relief driven transactions scale new peaks
Resurgence of synthetic securitisations: Capital-relief driven transactions scale new peaks – Vinod Kothari | vinod@vinodkothari.com [Revised March 2022] Balance sheet synthetic securitisations, apparently aimed at capital relief and economic capital management, have scaled new peaks in the European market. In the US market, credit risk transfer transactions have registered substantial traction in the RMBS space. […]