Weekly Issue Archive »

Issue 887 - 2nd February

  • News

    • Structured Finance

      • SCI Start the Week - 29 January 2024

        A review of SCI's latest content

        Last week's news and analysis Building momentum Chinese consumer ABS market tipped for growth GSEs get set for social MBS New iteration of social scores revealed Inside job Internal ESG assessments and SPOs favoured Job swaps weekly: D...

    • Capital Relief Trades

      • B note bonanza

        GSE CRT benefitting from 'bullish technical'

        The GSE credit risk transfer market posted one of the highest daily trading volumes on record last Thursday (25 January) at US$910m, exceeding the prior daily trading record of US$895m reached in March 2020. While the latter was driven primarily by t...

    • RMBS

      • Mortgage modelling

        Agency MBS could 'exacerbate' financial crises

        Conventional wisdom holds that by fostering diversification and creating a ‘safe’ asset in the form of MBS, securitisation will reduce risk and enhance liquidity, thereby mitigating financial crises. A new Federal Reserve Finance...

  • Market Moves

    • ABS

      • Powen pioneers Spanish solar ABS

        Market updates and sector developments

        Powen Group, a portfolio company of Brookfield Asset Management, has closed a pioneering bank-funded securitisation of Spanish solar assets with a value of up to €120m. The transaction is one of the first private European solar ABS and is th...

    • Structured Finance

      • Job swaps weekly: M&G lures new cio from Allianz GI

        People moves and key promotions in securitisation

        This week’s roundup of securitisation job swaps sees M&G Investments snap up a new private markets cio from Allianz Global Investors. Elsewhere, a London-based partner at Allen & Overy leaves the firm after 28 years, while C...

    • Capital Relief Trades

      • PRA urged to fix non-neutrality issue

        Market updates and sector developments

        PCS has submitted its response to the UK PRA in connection with the consultation on the introduction of the output floor pursuant to Basel 3.1, as it relates to securitisation (SCI 1 November 2023). While welcoming the PRA’s suggestions, th...

    • CMBS

      • Office loans face global DFG challenges

        Market updates and sector developments

        AEW has published its first global commercial real estate debt funding gap (DFG) analysis, which provides insights on the relative refinancing challenges faced by three key regions. The findings indicate that Europe has the largest DFG on a relative...


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