IMN: Synthetic Securitisation Summit

The implementation of Basel III requirements is forcing banks to scrutinize their risk-weighted assets and pursue balance sheet optimization strategies via regulatory capital relief trades. This one day conference will bring together the main players in the Capital Relief Trade market to examine the evolution and structuring of these risk transfer transactions, current opportunities and challenges, as well as how regulatory developments are shaping the sector.

A sampling of topics to be covered includes:

  • Capital Relief Trades 101: Understanding the Motivation, Mechanics and Various Structures of the Capital Relief Trade
  • Market Overview and Outlook for CRT Issuance in 2018
  • Basel III Update
  • Investor Insights: Why are the CRT Transactions Appealing?
  • When Does a Capital Relief Trade Make Sense? Benefits of Synthetic Securitisation in Providing Capital Relief and Balance Sheet Optimization
  • Navigating the Regulatory Environment: Legal and Structural Considerations for Obtaining Approval
  • Conclusion of the European Trilogue Discussions and Impact on the Capital Relief Trade Market (STS framework)

Where: London, UK

Register here: https://www.imn.org/structured-finance/conference/Synthetic-Securitisation-Summit-2018/Register.html