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Securitization Structured finance solutions

SecuritizationStructured finance solutionsMarch 201802 Brochure / report title goes here | Section title goes here 1. Preface 4 Introduction 4 The appeal of Securitization 4 A new European financial market landscape 4 The state of the EU Securitization market 62. Industry fundamentals 9 Benefits of Securitization 9 The process 10 Types of asset-backed securities 10 Risk and return profiles of tranche notes 11 The cash flow waterfall 12 True sale Securitization 13 Synthetic Securitization 14 Credit enhancement 16 Securitization parties 18 Capital Requirements Regulation 243.

held non-performing loans (NPLs) with a gross carrying amount of around €1.0 trillion (and with a net carrying amount of €560 billion) at the end of 2016 (gross NPLs amounted to 5.1 percent of gross loans in the EU at the end of 20161). The refinancing and restructuring of these legacy loan portfolios through securitization can help

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