This webinar was co-hosted by Quantifi and Risk.net.
This webinar explored the opportunities emerging in synthetic risk transfers, while also considering the broader SRT developments and structural innovations. The market for synthetic risk transfers has boomed, drawing new investors and presenting opportunities alongside 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.
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)
