金吾财讯 | 据媒体报道，知情人士透露，德意志银行正在出售与 70 亿美元公司贷款组合相关的重大风险转移(SRT)。因事涉隐私而不愿透露姓名的知情人士表示，SRT 的规模约占投资组合的 8%，即约 5.6 亿美元，贷款范围包括北美等地区。
SRT 允许银行购买债务保险，释放资本，同时仍将资产保留在资产负债表上。通过 SRT 交易，银行可以通过将信用风险转移给投资者来管理监管资本要求。
知情人士称，德意志银行此次出售的票据的定价比贷款基准价高出约 750 个基点。
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