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09:00
09:10
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- How are capital providers interpreting macroeconomic uncertainty, asset-level fundamentals and tail-risk scenarios? Which risks are cyclical and which are structural?
- How do different investors assess and model credit risk? Where do approaches diverge or align?
- How do the differing models influence attachment points, asset selection and investor appetite in SRT?
- Implications for investor demand, issuer behaviour and pricing across credit markets
09:50
10:20
11:00
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- Conservatorship and GSE reform: what different policy outcomes could shape the future role of CRT
- How have the risk profile and function of GSE CRT evolved in today’s housing market - and what does this mean for GSE capital management?
- The role of GSE CRT in the broader housing credit stack - and its relationship to the MBS market and non-GSE mortgage credit
11:45
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- Insurer and reinsurer approaches to capital allocation across GSE CRT, MI CRT and true-sale bank SRT
- How do regulatory, accounting and capital considerations influence structure selection, return expectations and scalability?
- The role of insurers as long-term balance-sheet investors - and the implications for issuers
12:15
13:30
13:50
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- What do the latest Basel III re-proposals clarify for bank SRT - and what remains subject to interpretation?
- How are banks interpreting the re-proposals, and what could they mean for capital strategy, issuance and volumes?
- How are banks translating the evolving framework into practical decisions on structuring, attachment points and eligible assets?
14:40
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- Capital efficiency, concentration management or balance sheet flexibility: What are the core strategic drivers for banks’ use of SRT? Do these differ between GSIBs and smaller regional bank issuers?
- How do balance sheet objectives shape programme design decisions such as scope and frequency?
- How do banks approach the choice between synthetic and true-sale SRT - and what are the implications?
- What next? How do banks decide how best to deploy the released capital?
- The organisational, strategic and capital implications of using SRT as a core component of long-term balance sheet management
15:30
15:50
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- Liquidity and execution dynamics: how is SRT priced and traded in the market?
- How does SRT compare to other credit instruments such as CLOs, asset-backed credit and private credit - from a relative value perspective?
- What drives pricing and demand across different structures and asset classes?
- How do market conditions and risk sentiment influence positioning and participation?
16:30
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- Investor approaches to positioning in bank SRT: risk appetite, attachment points and portfolio construction
- How do investors allocate capital to SRT versus other credit opportunities?
- Structure, transparency, liquidity and consistency: what capital markets investors are looking for in order to increase allocations and scale
