Securitisation performs a vital role in capital markets and asset-backed securities have historically been a core holding for insurance companies. This article revisits the investment thesis for ABS and explores why the stage may be set for something of a renaissance. 

Asset-backed securities (ABS) have historically been a core holding for insurance companies. However, following the Global Financial Crisis (GFC) and subsequent introduction of Solvency II, they retrenched from the market, leading to a decline in average holdings.

We believe this trend could soon be reversed, as the regulatory developments of the last decade, including the introduction of the Simple, Transparent and Standardised (STS) designation, has enhanced capital efficiency for investors in the asset class.

In this whitepaper, we revisit the investment thesis for ABS and explore why the stage is set for something of a renaissance. 

DownloadAn ABS Renaissance?” to understand:

  • The development of ABS markets over recent years
  • The implications of new ABS regulations
  • The benefits of ABS for insurers

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Offering investors same day, stable value, LVNAV & VNAV, short-term money market funds, which include euro, US dollar and sterling denominated funds.

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