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.

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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

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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

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