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KBRA Releases Research – Synthetic Risk Transfer Transactions: A Growing Bank Capital Tool

NEW YORK--(BUSINESS WIRE)--KBRA releases research that examines the capital relief that financial institutions can obtain using synthetic risk transfer (SRT) transactions, as well as typical structural features, market volumes, and recent developments regarding Basel 3 capital requirements. SRT transactions, a form of securitization, have gained prominence in optimizing capital requirements for financial institutions by reducing risk weightings assigned to portfolios of loans held on their balance sheet.

The SRT market has been expanding since 2014, with over 100 deals executed globally in 2022. Growth has occurred across various assets classes and geographies, including the U.S., since 2019. Further growth is anticipated in the years ahead given the implementation demands of Basel 3 Endgame for increased bank capital.

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About KBRA

KBRA is a full-service credit rating agency registered in the U.S., the EU, and the UK, and is designated to provide structured finance ratings in Canada. KBRA’s ratings can be used by investors for regulatory capital purposes in multiple jurisdictions.

Doc ID: 1006102

Contacts

Killian Walsh, Managing Director
+353 1 588 1184
killian.walsh@kbra.com

Sharif Mahdavian, Managing Director
+1 646-731-2301
sharif.mahdavian@kbra.com

Gordon Kerr, Managing Director, Head of European Research
+44 20 8148 1020
gordon.kerr@kbra.com

Jack Kahan, Senior Managing Director, Head of Global RMBS
+1 646-731-2486
jack.kahan@kbra.com

Eric Neglia, Head of Commercial and Consumer ABS
+1 646-731-2456
eric.neglia@kbra.com

Business Development Contacts

Rosemary Kelley, Senior Managing Director, Head of Structured Finance and Project Finance
+1 646-731-2337
rosemary.kelley@kbra.com

Miten Amin, Managing Director
+44 20 8148 1002
miten.amin@kbra.com

Industry:

Kroll Bond Rating Agency, LLC

Details
Headquarters: New York City, New York
CEO: Jim Nadler
Employees: 400+
Organization: PRI
Release Versions
English
Hashtags
#creditratingagency
#creditratings
#financialmarkets
#fixedincome
#kbra
#kbraratings
#kbraresearch
#ratingagency
#structuredfinance

Contacts

Killian Walsh, Managing Director
+353 1 588 1184
killian.walsh@kbra.com

Sharif Mahdavian, Managing Director
+1 646-731-2301
sharif.mahdavian@kbra.com

Gordon Kerr, Managing Director, Head of European Research
+44 20 8148 1020
gordon.kerr@kbra.com

Jack Kahan, Senior Managing Director, Head of Global RMBS
+1 646-731-2486
jack.kahan@kbra.com

Eric Neglia, Head of Commercial and Consumer ABS
+1 646-731-2456
eric.neglia@kbra.com

Business Development Contacts

Rosemary Kelley, Senior Managing Director, Head of Structured Finance and Project Finance
+1 646-731-2337
rosemary.kelley@kbra.com

Miten Amin, Managing Director
+44 20 8148 1002
miten.amin@kbra.com

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