We are delighted to announce that the IACPM has won the award for Outstanding Contribution to SRT at this year’s Structured Credit Investor Capital Relief Trades Awards. Significant Risk Transfer is one of the risk transfer tools used by colleagues in CPM to mitigate risk and manage capital within their portfolios, and we are honored to have been recognized for our work in this area.

The IACPM has been actively working over the last few years to cultivate a collaborative relationship with regulators globally by sharing data and insights on the synthetic securitisation market. Because the IACPM provides a fair and balanced opinion between originators and protection sellers, supported by detailed data, regulators globally engage with the association on topics ranging from prudential treatment to STS parameters, unfunded SRT and disclosure templates.

Since 2016, the IACPM has:

• Built a community to support understanding and use of SRT
• Collected detailed volumes and transaction data on tranching, structuring and profile of investors and insurers, assisting its members in designing the most effective transactions
• Interacted in partnership with regulators to establish fair prudential treatment as well as solid and transparent frameworks for SRT transactions
• Become an integral part of discussions between market participants and regulators, which has served to advance and promote the tool while maintaining financial stability.

We were pleased to accept this honor as we continue to grow our work in this area. We would especially like to thank our Synthetic Securitization Working Group, which has worked diligently to support our efforts over the years.

To find out more about the IACPM’s research in synthetic securitisation, please click here and for more on our advocacy work, please click here.