Significant Risk Transfer (SRT) Chronicles 2022

The bank balance sheet securitisation market has enjoyed significant growth over the past five years and looks set to continue apace on the back of clearer regulation, an increasing number of banks having acquired the technology and economic incentives for banks to free up risk-weighted assets (‘RWA’) rather than raising capital.

In this article, we provide a historical perspective of the development of the SRT market, give a snapshot of the state of the market as of end-2021 and explore its prospects for growth in the next 5-10 years.

Pemberton exisiting and prospective investors can request the article by clicking here.

Olivier Renault

Managing Director, Head of Risk Sharing Strategy

Olivier is a Portfolio Manager and Head of the Risk Sharing Strategy at Pemberton, which invests in first-loss or mezzanine tranches of bank loan portfolios (large corporates, SMEs and other core assets) and provides investors access to pools of untraded loans in a diversified format. Olivier has over 20 years of experience in structured credit, securitisation and bank capital finance.

More about Olivier Renault

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