16th February 2022

Significant Risk Transfer (SRT) Chronicles


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.

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About the author

Olivier Renault

Managing Director, Head of Risk Sharing Strategy