
Man Group’s Moniot on Rise of Credit Risk Sharing: Credit Crunch
FICC Focus
00:00
Exploring Leverage in Credit Risk Sharing Structures
This chapter explores the complexities of credit risk sharing via synthetic risk transfer structures, highlighting the role of leverage in these transactions. It also examines the mechanics of securitizations, the impact of risk weights on capital ratios, and contrasts these leverage structures with conventional banking standards.
Transcript
Play full episode