IACPM provided comments to the Securities and Exchange Commission on Rule 10B-1 and 9J-1. The IACPM Response Letter focused on the impact of these rules to credit portfolio managers that use credit default swaps to manage risk in loan portfolios.
Listen to Jennifer Bearden, Associate Director, discuss regulatory issues and market trends in synthetic securitisation on the second episode of Linklater's Tranched Up podcast.
IACPM provided comments to the European Commission on the 2021 Banking Package. The IACPM response is focused on risk mitigation tools and how they may be impacted when the CRR rules are implemented in 2025.
IACPM is pleased to highlight our new report on risk mitigation techniques in credit portfolio management.
The IACPM responded to the PRA Consultation on the Implementation of Basel Standards.
IACPM responded to the European Commission public consultation Review of Prudential Rules for Insurance and Reinsurance Companies (Solvency II).
The European Commission has published the Capital Markets Union Action Plan. The Action Plan highlights the 16 different actions. IACPM has highlighted three that are relevant for credit portfolio managers.
IACPM joined the Global Financial Markets Association, the Institute of International Finance and the Structured Finance Association to respond to the Basel Committee’s technical amendment on capital treatment of securitisations of non-performing loans.
IACPM provided comments to the European Banking Authority on the revised guidelines for significant risk transfer (SRT) under the CRR. The EBA had requested feedback to the December 2017 SRT published rules.
IACPM responded to the proposals of the High Level Forum on the Capital Markets Union. The proposals, if implemented, would help expand the importance of synthetic securitisations as an important credit risk management tool.