The market for synthetic risk transfers has boomed, drawing new investors and presenting opportunities and complexities. As a key component of the broader significant risk transfer (SRT) framework, synthetic structures continue to evolve, shaped by shifting regulations, market dynamics and technological advancements. This webinar explores the opportunities emerging in synthetic risk transfers, while also considering the broader SRT developments and structural innovations.
The webinar will provide capital markets professionals, investors, risk managers and compliance officers with actionable insights and practical tools to navigate the dynamic synthetic risk transfer landscape within the broader SRT market. Attendees will gain a deeper understanding of how to capitalise on opportunities while managing risks in the current environment and beyond.
Agenda
- Assessing current market growth and potential regulatory impacts on SRT transactions
- Navigating evolving regulatory complexities, including re-tranching and capital relief frameworks
- Balancing returns and risks across different SRT structures, from synthetic to traditional transactions
- The evolving landscape of US risk transfer transactions and their implications
- Leveraging technology for transparent risk assessment in SRT transactions
- Scaling risk transfer issuance through industrialisation and automation
Speakers
- Frank Benhamou, Risk Transfer Portfolio Manager, Cheyne Capital Management
- Adam Ennamli, Chief Risk Officer, General Bank of Canada
- Andrea Modolo, MD, Head of Securitisation, Asset Backed Solutions – Italy, UniCredit
- Dmitry Pugachevsky, Director of Research, Quantifi
- Zoi Fletcher, Commercial Editor, Europe, Risk.net (moderator)
Date
Thursday, 24 April 2025
3pm BST / 4pm CEST / 10am EDT
