Credit Risk Transfers - Key features and perspectives
This session covers key features of credit risk transfer (CRT) trades, offering a comprehensive understanding of the product, evolving market and valuation perspectives from banks and insurers.
Format
Webcast
NASBA Field of Study
Specialized Knowledge
Level
Overview
CPE Credits
1.5
Instructor
Kaelyn Abrell, Alec Innes
Availability
3 months
Product Number
WC4893863
The credit risk transfer (CRT) market, once small and private, is now transitioning into the mainstream.
After the international financial crisis, the CRT market developed primarily in Europe, with its nuances rooted in a carefully negotiated balance among regulators, banks and investors.
This session offers participants an overview of:
- The market's history
- Common structures and asset classes
- Valuation perspectives from both banks and insurers, including the idiosyncrasies and challenges associated with public marks in a private market
Key Topics
- Historical development of the CRT market
- Common structures and asset classes
- Insights into bank and insurer perspectives on product valuation
- Challenges and nuances of public marks in a private market
Learning Outcomes
- Identify the historical development of the credit risk transfer (CRT) market, particularly its emergence in Europe post-international financial crisis.
- Recognize and recall common structures and asset classes within the CRT market.
- Distinguish between bank and insurer perspectives on the valuation of CRT products, including the challenges associated with public marks in a private market.
Who Will Benefit
Valuation analysts, risk managers, financial analysts
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