Women in Securitization was created to support the retention and advancement of women in the structured finance industry. This initiative is led by a Steering Committee of accomplished industry women who work with our staff to develop programming that champions education and professional development.

2011-12-29 · approach is all about and the impact it may have on securitization positions, assuming it becomes law and banks will be required to adopt the new approach. This new calculation for securitization positions is known as the "Simplified Supervisory Formula Approach" (SSFA), and is being considered as a complete replacement for the Basel

with the authors In its 2020 annual report, the Structured Finance Association ("SFA") reviewed its government affairs record in 2020 and highlighted the LIBOR transition as a continuing priority for 2021. 2. Bank must assign a risk-weight applying the supervisory formula approach (SFA) if the bank and exposure qualify to use SFA. 3. If the exposure does not qualify for the SFA, the bank may assign a risk-weight to the exposure applying the SSFA. SSFA may only be used if the bank cannot calculate all of the required SFA SFA Research Corner: April 14, 2021 Credit Card ABS Issuance 2007 to 2020 Source: tracktherecovery.org Source: Market Compilation Compared with January 2020, Overall Spending is Up 6% Before 2008, lenders regularly tapped the securitization market to fund credit card loans. Issuers, primarily large money Moreover, the securitization exposures that comply with the STC criteria requires less regulatory capital, as the prescribed risk weights and risk-weight caps for these exposures are also lower. Because STC exposures carry lower structural risk, such exposures might be devoid of complex securitization structures and risky underlying assets.

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SFA’s investor members generally support such an extension of the disclosure requirements under Regulation AB, while SFA’s issuer members do not. While expressing support for the FDIC’s proposed change to the Rule, industry groups noted other ongoing regulatory concerns, including capital requirements and other regulatory impediments to bank participation in the securitization markets. The risk-weighted asset amount for a securitization exposure equals its SFA risk-based capital requirement as calculated under paragraph (c) and (d) of this section, multiplied by 12.5. (c) The SFA risk-based capital requirement. (1) If K IRB is greater than or equal to L + T, an exposure's SFA risk-based capital requirement equals the exposure Under the SFA, the maturity of assets in the underlying pool is only partially considered –through KIRB- when calculating capital requirements. The Basel II SFA is based on a 1-year default mode model, and therefore does not (in contrast to the wholesale IRB framework8) fully reflect the possibility of losses to tranche exposures resulting from The risk-weighted asset amount for a securitization exposure equals its SFA risk-based capital requirement as calculated under paragraph (c) and (d) of this section, multiplied by 12.5.

This increase is mainly driven by Originator activities, securitization positions which funding source changed from ABCP conduits formerly calculated under the IRBA-Internal Assessment Approach (IAA) and foreign exchange rate changes. determine if a securitization entity requires consolidation by the transferor.

securitisation framework), two internal approaches for non-rated exposures ( Supervisory. Formula Approach (SFA) and Internal Assessment Approach (IAA)),  

Bank must assign a risk-weight applying the supervisory formula approach (SFA) if the bank and exposure qualify to use SFA. 3. If the exposure does not qualify for the SFA, the bank may assign a risk-weight to the exposure applying the SSFA. SSFA may only be used if the bank cannot calculate all of the required SFA SFA Research Corner: April 14, 2021 Credit Card ABS Issuance 2007 to 2020 Source: tracktherecovery.org Source: Market Compilation Compared with January 2020, Overall Spending is Up 6% Before 2008, lenders regularly tapped the securitization market to fund credit card loans.

Feb 24, 2020 The annual securitization get-together in Las Vegas has become more For SFA itself, the organization is setting its sights on discussions of 

(1) If K IRB is greater than or equal to L + T, an exposure's SFA risk-based capital requirement equals the exposure Under the SFA, the maturity of assets in the underlying pool is only partially considered –through KIRB- when calculating capital requirements.

While expressing support for the FDIC’s proposed change to the Rule, industry groups noted other ongoing regulatory concerns, including capital requirements and other regulatory impediments to bank participation in the securitization markets. The Board of Governors of the Federal Reserve System (the Board), the Federal Deposit Insurance Corporation, and the Office of the Comptroller of the Currency (collectively, the agencies) have developed an automated tool to assist financial institutions subject to the agencies' regulatory capital rules 1 in calculating risk-based capital requirements for individual securitization exposures.
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Notably  Oct 28, 2013 Under the rule, the SFA is one of several approaches available to a banking organization when calculating risk-weighted assets for securitization  Dec 15, 2020 In recent years, SFA has launched a series of initiatives to promote diversity and inclusion in the securitization industry. In January of this year,  Jan 25, 2020 These are both innovative and pivotal times in the evolution of the securitization markets and we are proud to lend our expertise to the  Jun 30, 2020 Securitization Exposures and Related RWAs by Regulatory Capital Approach Similar to the SFA, the SSFA results in a 1,250% risk weight.

Jun 10, 2020 While the securitization market provides a cheaper source of funds, it makes debt renegotiation harder than traditional sources of funding, such as  Jan 29, 2020 Structured Finance Association (SFA) is a high-profile cluster of vendors, finance industry-leading players, broker-dealers, and securitization  Jul 2, 2018 Johns's departure marks the second time in five years that a group serving as the public face of the securitization industry – which has taken  The Association provides an inclusive network for securitization professionals to Read this week's SFA Research Corner written by Structured Finance  backtesting models for risk parameters estimation required by SFA formula (Basel II Supervisory Formula - capital requirements for securitized products) – PD,  across jurisdictions, including ISDA, SFIG/SFA, LSTA, SIFMA and the ARRC.
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Counsel to Freedom Financial Network, LLC in its rated securitization American Bar Association, Tax Section; Structured Finance Association (SFA), Tax 

Apr 22, 2020 Underscoring the relevance of securitization to the flow of credit to Association (SFA) has urged the Federal Reserve[4] to include other asset  Nov 14, 2019 The SFA's ESG initiative will cover the entire securitization market as a whole, not just the solar securitization market. Like the SFA, rating  Feb 24, 2020 The annual securitization get-together in Las Vegas has become more For SFA itself, the organization is setting its sights on discussions of  May 14, 2020 due to the updated SFA TRID 3.0 review by the TPR in-line with Fitch. the pool-level data in support of the U.S. RMBS securitization market. Mar 9, 2020 The Structured Finance Association (SFA) event saw market participants for environmental, social and governance (ESG) securitization. Approach (SFA), which uses bank inputs that are entered into a supervisory formula to risk-weight exposures. Securitization exposures in the form of  For advanced approaches institutions, capital requirements for securitization positions using the SFA .. 23.