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parties, which makes it difficult for banks to conduct due diligence and oversight. These risks require new risk management …
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The report concludes that CRT activity (defined as indicated in the context of credit derivative-related transactions) has been developing at a rapid rate characterised by significant product innovation, an increasing number of market participants, growth in overall transaction volumes, and...
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review of credit risk transfer (CRT) activity. ... The report concludes that CRT activity (defined as indicated in the …
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