Weekly Issue Archive »

Issue 799 - 24th June

  • News Analysis

    • CLOs

      • ESG evolution

        European CLO docs continue to evolve

        European CLO documentation continues to evolve with the increasing inclusion of ESG policies (SCI passim). Positive screening language and ESG score integration are gaining momentum, despite data and disclosure challenges. “The European C...

  • News

    • ABS

      • NPL ABS line-up finalised

        European NPL Securitisation Awards to debut

        SCI’s 4th Annual NPL Securitisation Seminar is taking place in-person on 27 June at Centro Congressi Stelline in Milan, Italy. Hosted by Orrick, the event focuses on how securitisation is being embraced by policymakers as a way of helping E...

    • Structured Finance

      • SCI Start the Week - 20 June

        A review of SCI's latest content

        FREE SCI special issue Published for IMN’s Global ABS 2022 – includes recent news, premium content and a profile of Santander’s Steve Gandy. Download here. Last week's news and analysis Are the foundations...

    • Capital Relief Trades

      • Stable outlook persists

        Moody's maintains stable default outlook

        Moody’s has maintained its default outlook below the 4.1% long term average for annual global speculative corporate default rates (SCI 16 February). The rating agency’s outlook remains practically unchanged compared to the period...

      • Corporate SRT finalized

        Credit Agricole prices capital relief trade

        Credit Agricole has finalized a significant risk transfer transaction that references a portfolio of corporate loans. The latest deal has been priced somewhat tighter compared to another corporate SRT that the bank executed last year. The transacti...

      • Risk transfer round up-23 June

        CRT sector developments and deal news

        UniCredit is believed to have executed a synthetic securitisation backed by corporate loans. The bank’s last significant risk transfer trade was executed in January and was called ARTS two (see SCI’s capital relief trades database...

  • Talking Point

    • ABS

      • Changing the paradigm

        John Pellew, principal, distribution and securitisation at Arrow Global, argues that it is possible ...

        In isolation and in the absence of mitigating factors, non-performing loan and distressed assets are inherently high-risk investments, but that’s not the whole story. While it’s true that we are dealing with defaulted loans and...

  • The Structured Credit Interview

    • ABS

      • Quantifi considers

        Quantifi founder Q&A on 20th anniversary of firm

        Quantifi, the provider of risk, analytics and trading solutions, recently celebrated its 20th anniversary. Founder and ceo Rohan Douglas started the firm from his attic in New Jersey in 2002, after prior senior credit derivatives research position...

  • Market Moves

    • Structured Finance

      • USS launches maiden ABS mandate

        Sector developments and company hires

        Universities Superannuation Scheme (USS), the UK’s largest private pension scheme by way of assets, has launched its first mandate investing in ABS. Likely to exceed £1bn over the next couple of years, USS’s first ABS ma...

      • PineBridge sub-advised CLO ETF unveiled

        Sector developments and company hires

        VanEck has launched an actively managed CLO ETF, dubbed CLOI, which is sub-advised by PineBridge Investments. The fund aims to invest at least 80% of its total assets in investment grade-rated debt tranches CLOs of any maturity. The fund intends to...


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