Credit Risk Transfer

The attached report responds to a request by the Financial Stability Forum (FSF) for the Joint Forum to undertake a review of credit risk transfer (CRT) activity. ... The report concludes that CRT activity (defined as indicated in the context of credit derivative-related transactions) has been developing at a rapid rate characterised by significant product innovation, an increasing number of market participants, growth in overall transaction volumes, and perceived continued profit opportunities for financial intermediaries.

MoreLess

Year of publication:	2004-10-01
Institutions:	Basel Committee on Banking Supervision ; International Organization of Securities Commissions ; International Association of Insurance Supervisors
Published in:	IAIS- International Association of Insurance Supervisors - Library
Publisher:	International Association of Insurance Supervisors
Subject:	Risikomanagement \| risk management \| Kreditrisiko \| Risikotransfer

Report on Credit Risk Transfer
1.Background
2. Trends and Market Developments
3. Extent and Sources of Risk Transfer
4. Risk Management Issues Associated with CRT Activity
5. Outstanding issues

Persistent link: https://www.econbiz.de/10005847863