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Bank of America prepares $3 billion significant risk transfer (SRT) on subscription line loans; freeing capital by selling 5-15% default protection via credit-linked notes to institutional investors; Morgan Stanley is reportedly in the process of arranging a SRT associated with a $6bn portfolio of loans to private market funds

October 16, 2025 //  by Finnovate

Bank of America is planning a $3bn synthetic risk transfer (SRT) linked to loans extended to private equity and other private market funds, as demand for capital relief transactions accelerates across the banking sector. The transaction will reference a portfolio of subscription lines, short-term credit facilities secured by the undrawn capital commitments of fund investors. These loans are used by private equity funds to manage liquidity, bridge capital calls, and enhance returns during active investment cycles. Final terms are still being discussed with investors. SRTs enable banks to transfer default risk to institutional investors, freeing up regulatory capital and reducing exposure to concentrated sectors. Typically, lenders obtain protection for between 5% and 15% of a loan portfolio’s value through credit-linked notes sold to pension, hedge, and sovereign wealth funds. The deal follows Bank of America’s $1bn SRT completed last year and reflects the growing trend among major global lenders to manage balance sheet exposure to private credit. Morgan Stanley is currently marketing a $6bn SRT tied to private credit loans, while Sumitomo Mitsui Banking Corp., JPMorgan, Goldman Sachs, and UBS have launched similar transactions. According to Bloomberg Intelligence, the global SRT market is expected to expand by about 11% annually over the next two years, driven by surging demand from investors seeking yield and banks seeking capital efficiency.Morgan Stanley is reportedly in the process of arranging a significant risk transfer (SRT) associated with a $6bn portfolio of loans to private market funds. The SRT could amount to approximately $750m, representing 12.5% of the overall loan portfolio. SRTs serve as a mechanism for banks to secure insurance against loan defaults.  These are often structured as credit-linked notes sold to pension funds, sovereign wealth funds, and hedge funds, enabling banks to free up capital otherwise reserved for regulatory purposes. In addition, SRTs help lenders in managing exposure to specific industries or loan types, typically providing default protection for 5% to 15% of loan values, with investors potentially earning double-digit returns. The loans involved in Morgan Stanley’s SRT, known as subscription lines, are credit facilities extended to private equity and other private market funds to aid in liquidity management and enhance returns. Bloomberg Intelligence forecasts an average annual growth of 11% in the global SRT market over the next two years. Financial institutions such as JPMorgan Chase & Co., Goldman Sachs Group, and UBS Group AG are also exploring or finalising SRTs denominated in dollars.

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