The information in this site is intended for consultants, institutional investors and trustees only.

The information contained in these pages must not be used or relied upon by private investors. We recommend that you read our 'Terms & Conditions' before browsing the site.

Please click submit to confirm that you are a consultant, institutional investor or trustee and wish to continue.

Audience

STS ABS Opportunities and expectations for European insurance investment portfolios

13/11/2020

The introduction of the EU’s simple, transparent and standardised (STS) securitisations framework has provided the potential for European insurers to diversify their fixed income allocation through senior asset-backed securities (ABS).

In the following paper, we look at the potential advantages of STS ABS, including the current yield premia, structural protections and liquidity profile of these assets. We also provide an overview of STS market activity in 2020 and explore how a typical STS ABS can be expected to withstand the challenges of Covid-19.

Read more

The value of investments will fluctuate, which will cause prices to fall as well as rise and investors may not get back the original amount they invested.

For institutional investors only. Not for onward distribution to any other type of client. No other persons should rely on the information contained on this website.