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Reviving European securitisation

Day 2 Morning

Thursday 17 September

Location :

ROOM 2

Speakers

Public Authorities
Efi Argyridou Mylona
Financial Services Attaché - Ministry of Finance, Cyprus
Stefano Cappiello
Director General, Directorate V, Regulation and Supervision of the Financial System - Ministry of Economy and Finance, Italy
Damian Jaworski
Executive Director - European Insurance and Occupational Pensions Authority (EIOPA)
Januš Kizenevič
Vice Minister - Ministry of Finance of the Republic of Lithuania
Christian Noyer
Honorary Governor, Banque de France - Banque de France
Sirpa Pietikäinen
MEP - Committee on Economic and Monetary Affairs, European Parliament
Industry Representatives
Alexander Batchvarov
Managing Director and Head of International Structured Finance Research - Bank of America
Christian Castro
Head of Public Affairs - CaixaBank
Ansgar West
Managing Director, Global Head of Direct Credit - Munich Re

Session overview

Objectives

The session aims at testing the adequacy of the current EU securitisation reforms to deliver a genuine market revival, focusing on capital, due‑diligence and disclosure changes and their impact on bank economics and investor demand.

It will also contribute to clarify securitisation’s role alongside covered bonds and private credit within the Savings and Investments Union, assessing how it can enhance transparency, risk sharing and strategic autonomy rather than compete for collateral in a zero‑sum way. The practical conditions for scaling insurer and pension‑fund participation, including better alignment of Solvency II, CRR/LCR, STS and SRT rules so that long‑term investors can act as stable anchors of a deeper ABS market, will also be touched upon.

Finally, the speakers will explore the case for European‑level market infrastructure and targeted public guarantees, and outline priority “second‑wave” measures that could be considered after implementation of the current package if issuance and investor participation remain insufficient.

 Points of discussion

  1. Europe’s underinvestment paradox has been diagnosed repeatedly. With the securitisation reform now in trilogue, is the current package realistically turning securitisation into a core pillar of the Savings and Investments Union?

  2. What are the most pressing needs for greater risk sensitivity and capital requirements adjustment? How far can we realistically move towards more principle‑based due‑diligence and disclosure obligations without undermining supervisory comfort and investor protection?

  3. What concrete features would make a platform with harmonised data standards and common structuring practices genuinely useful for smaller banks and less active Member States, and how should governance and funding be organised?