SCI’s 5th Annual Risk Transfer & Synthetics Seminar

21 -22 April 2021 | Virtual Event

Introduction

JOIN SCI FOR THE 5th ANNUAL RISK TRANSFER & SYNTHETICS SEMINAR

The North American capital relief trades market has witnessed a boost in issuance, as banks attempt to manage higher capital requirements amid rising loan loss provisions due to the coronavirus crisis. SCI’s Risk Transfer & Synthetics Seminar examines trends and activity in synthetic securitisation across the region, as well as prospects for growth and innovation. The event also highlights recent developments in the mortgage insurance-linked note and GSE credit risk transfer sectors.

Agenda

  • Wednesday 21 April 2021
    Recent trends and activity in the North American synthetic securitisation market.
    To what extent have banks turned to risk transfer technology to address their capital requirements in the wake of the Covid-19 crisis, or was the regulatory regime already driving such activity?
    What is likely to promote activity among US banks in 2021 and beyond?
    GSE capital rules and the US Treasury’s reform
    How will reform of the housing market is impacting credit risk transfer transactions?
    What are the latest developments in the mortgage insurance-linked notes sector, including the adoption of SOFR and the fallout from the Covid-19 crisis?
    What is the outlook in terms of issuance volumes and structural innovation?
    The North American regulatory framework for risk transfer transactions.
    What developments have we seen with North American bank regulators over the past year? Have requirements under the Collins Amendment become more biting and how has this impacted portfolio selection?
    What are the main differences between the North American and European regimes, and are there any structural features that are treated differently?
    Is the new Democratic administration likely to have an impact on CRT rules and/or ESG considerations within the sector?
    Our AI matchmaking networking algorithm allows you to connect with your peers, for quick 1:1 or small group video conversations.
  • Thursday 22 April 2021
    Prospects for both incumbent issuers and new entrants to the North American CRT market, including Canadian banks.
    What are the motivations and obstacles involved when considering whether to execute a CRT?
    What is the outlook for community/regional bank issuance and which asset classes are they likely to securitise?
    The evolving investor base for CRTs
    The hunt for yield and robust performance continues amidst barriers to entry in the CRT market - where do investors see relative value and opportunities currently?
    How does the CRT market compare to other securitisation asset classes from a risk/reward perspective?

    The emergence of new asset classes and jurisdictions onto the capital relief trades scene.
    What role are ESG considerations playing in the growth of the market?
    Can supranationals play a development role in the market?
    What role can insurance companies play in the CRT
    Our AI matchmaking networking algorithm allows you to connect with your peers, for quick 1:1 or small group video conversations.