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Expert Roundtable Discussing the Rising Appeal of Significant Risk Transfers (SRTs)

Financial institutions worldwide have come under increasing pressure to meet the capital requirements of frameworks such as Basel III and Solvency II, resulting in a sharp rise in the use of SRT structures. These transactions allow institutions and large corporations to shift materially important risks off their balance sheets.

CSC recently hosted a roundtable discussion alongside industry experts from Barclays and Arthur Cox to discuss how the SRT landscape is evolving, regulatory challenges the sector faces, and how service providers are adapting to ensure their clients get the long-term support they need.

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In this discussion, our panel of experts debate the following issues:

  • What is the appeal of SRT structures for banks?
  • How can investors benefit from their involvement in SRT transactions?
  • Has the recent collapse of Credit Suisse and controversy over CoCo bonds boosted the SRT market?
  • What are the underlying assets typically used in SRTs?
  • What are the key differences between jurisdictions at present?
  • What role do service providers play regarding cash management on SRT transactions?
  • What else do clients typically look for in terms of the support they need from third-party service providers?
  • Are changes needed to the p-factor to make it more affordable for banks and investors to buy into SRTs?