Effective Use of Capital Relief Trade Transactions

The IACPM, Open Source Investor Services (OSIS) and Global Credit Data (GCD) have partnered to present the results of a recently completed research paper on the effective use of Capital Relief Transactions.  This research was conducted using Athena ™ the CRT analytics tool developed by OSIS which presents analytical results in a highly visual and intuitive manner. Athena uses both the originator and investor perspectives in order to find the best portfolio and to structure the best deal using optimization algorithms.

The purpose of our research was to provide more insight into the economics from both an investor and bank perspective and to test CRT transactions under different combinations of regulatory and macroeconomic environments. We hope results will offer a valuable additional data set to help banks and investors understand the dynamics of CRT transactions and the potential impact of current and future regulations. A better understanding of the securitization market will lead to more market participants, more transactions and ultimately more data.

The full paper can be accessed here>>