Longer publications

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21/04/2023

CP Guidelines on the STS criteria for on-balance-sheet securitisation

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15/02/2023

AFME : Adjustments to the Securitisation Framework – CRR3

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12/12/2022

Joint Committee Advice on the review of the securitisation prudential framework - Insurance

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12/12/2022

Joint Committee Advice on the review of the securitisation prudential framework - Banking

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10/11/2022

Impact of the SA Output Floor on the European Securitisation Market

This research paper examines the impact on the European securitisation market of the introduction by regulators of the Standardised Approach (SA) […]

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04/08/2022

Comparing CB, ABS and Corporate Bond Liquidity

This study examines the relative liquidity of Asset Backed Securities (ABS), Covered Bonds (CBs) and Corporate Bonds (Corps). The measure […]

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18/07/2022

Synthetic securitisation as a key capital and risk management tool for the Greek banking sector

Key takeaways HFSF in collaboration with PCS published a bulletin focusing on the role Synthetic Securitisation can play in managing […]

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01/09/2014

PCS Investor Guide (September 2014)

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01/09/2014

PCS Issuer guide (September 2014)

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09/06/2014

Empirical Study on High Quality Securitisation - William Perraudin, Risk Control Ltd (June 2014)