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09:40
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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?
- Risk modelling approaches: how do insurer and asset manager risk models differ? And where do assumptions align?
- How do differing models influence attachment points, asset selection and investor appetite in bank SRT?
- Implications for issuer and investor appetite - and for pricing
10:20
10:50
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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
11:30
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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
12:00
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- Reinsurance as the core pillar for MI credit risk transfer: how market conditions are shaping execution, pricing and capital strategy
- How is the nature of MI risk evolving - and how is that risk allocated within reinsurance programmes?
- Origination trends and portfolio composition: implications for MI capital planning and reinsurance programme design
12:30
13:30
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- What does the latest regulatory guidance clarify for bank SRT - and what remains subject to interpretation?
- How will the rules affect banks’ overall approaches to capital strategy? What will be the impact on issuance, frequency and volumes?
- How are banks translating the rules into practical decisions on structuring, attachment points and eligible assets?
14:10
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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
14:50
15:10
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- How banks - from GSIBs to regional banks - compare SRT with alternative uses of capital such a direct lending, asset backed lending, securitisation structures such as CLOs
- How do differing risk-adjusted returns, capital treatment, liquidity, and scalability influence the decision?
- What does the growth of private credit mean for the attractiveness and risk-return profile of bank SRT?
- Does SRT complement or compete with banks’ broader credit and origination strategies?
15:50
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- Investor approaches to positioning in bank SRT: risk appetite, attachment points and portfolio construction
- Drivers of pricing, liquidity and relative value in bank SRT and how investor expectations are evolving
- Structure, transparency and consistency: what capital markets investors are looking for in order to increase allocations and scale
16:20
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- How bank SRT structures are evolving in response to regulatory and capital constraints, and investor demand
- Which underlying asset classes hold the most potential - and could CRE de-concentration structures gain wider acceptance?
- How do asset choice and structure shape SRT program construction and scalability?
- Where will scale and meaningful market evolution come from?
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