The regulatory treatment of insurers’ credit protections on tranches of SRT securitisations is currently under review in the main jurisdictions, to enable banks sharing risk with both capital markets investors and (re)insurance providers of credit protection. We are sharing here an academic paper aiming to compare and contrast the current status and trends in the main jurisdictions, notably in the US (for both GSEs residential mortgages and banks), as well as in the EU and the UK.

Please click here to read the paper.