The IACPM published a white paper on risk mitigation techniques in CPM, providing an overview of risk transfer tools, their purpose, impact, volumes, and emerging trends.
Concentration Risk Management Remains a Top Priority for CPM
The IACPM's recent survey on Concentration Limit Frameworks shows that risk appetite and concentration limit frameworks are of high priority among IACPM members.
Generative AI, AI, and Advanced Analytics for Credit Risk
IACPM and McKinsey launched a joint study to identify the benefits of GenAI, AI and, Advanced Analytics for Credit Risk and risk assessment processes.
Respondents to Latest IACPM Credit Outlook Survey Say Defaults Are Already Rising
Respondents to the latest IACPM Credit Outlook Survey are forecasting rising defaults over coming months with some saying they’re already seeing an increase, especially among smaller borrowers.
Role of Insurers in Securitisation
The (re)insurance industry has the capacity to contribute significantly to the securitisation and risk sharing growth and robustness in the EU, as investors and as providers of unfunded protection.
IACPM Responds to the EBA Consultation on Draft Regulatory Technical Standards
IACPM has responded to the EBA consultation on draft Regulatory Technical Standards on the allocation of off-balance sheet items and UCC considerations under article 111(8) of Regulation (EU) No 575/2013.
Private Risk Sharing Protected €18.5 Billion of Banks’ Junior Tranches in Synthetic Securitizations in 2023
The IACPM's annual SRT survey shows substantially increased volumes with more than 500 synthetic SRT transactions issued between 2016 and 2023.
Credit Outlook Still Negative but Improving; Mixed Outlook for Credit Spreads
Concerns regarding a possible recession remain high in Europe and the United Kingdom. Respondents are more optimistic regarding Asia and North America
IACPM Provides Member Feedback in Response to the ESMA Securitisation Disclosure Template Consultation
ESMA has consulted with the industry for views on the Disclosure Templates used in securitisation deals.
IACPM Responds to BCBS Consultation: Disclosure of Climate-Related Financial Risks
The IACPM responded to the Basel Committee on Banking Supervision (BCBS) consultative document: Disclosure of climate-related financial risks.