News, analysis, data

ECB hits CPTs, soft bullets in awaited haircut changes

Posted on 8 February 2018


Retained soft bullet and especially conditional pass-through covered bonds face harsher treatment under long-awaited changes to the ECB’s collateral framework announced today, with haircuts on the extendible maturity structures to be based on maximum legal maturities...

The page you have requested is available to registered users only.

Please log in to read the rest of this article and view the full site.

Log in

If you have forgotten your password, please enter the e-mail address you entered when registering for the site into the "reset password" box. You will then be sent a new password to enter on the next page, where you will also be given the option of choosing a new, more memorable password.

Reset password

If registering, you will be sent an e-mail confirming your username and password on pressing "register", as well as being taken to the homepage. If you have any problems accessing the site, please follow the link in the mail.

Register

Recent headlines:

NordLB eyes first ‘really green’ covered under Lux law

Green covered growth a bright spot as Moody’s cuts overall forecast

Scope cuts DKD Pfandbriefe upon OC silence, ends rating

ING Australia could finally debut in covered after rating

CBPP3 buying continues slide to lowest in a month

Deckchairs trump deals, with little seen before mid-August

Greeks’ covered progress a driver in Moody’s positivity

PKO preparing green covered bond framework in CEE first

EBA eyes risk weight review in ESN report, key for buyside

CBPP3 portfolio reverses, but still set to regain QE share

Holidays on hold as potential seen for further supply

BoI tees up OBGs for smaller banks, but impact likely muted

Improved BTP RV buoys BPM long 5s after OBG travails

CBPP3 buying doubles, highest since May, upon heavy supply

NBC gets euro savings in 5s, bail-in influences Canadians