Credit Risk Transfers (CRTs): A Handbook for U.S. Banks

December 17, 2024

Christopher B. Horn, Jed Miller, Andrew Karp and Ivan Loncar have joined with KPMG and TWK Advisors to author a detailed handbook that offers an in-depth look at significant risk transfers (CRTs), a regulatory capital optimization tool long used by European banks and U.S. non-bank agencies, with new applications emerging for regional and community banks. As the banking landscape grows increasingly complex, this guide provides essential insights into structuring, pricing, and implementing CRTs, making it an invaluable resource for financial institutions seeking to enhance capital and risk management strategies.

Read the full handbook here.