UniCredit prices loans using significant risk transfer capital relief, Bloomberg News reports - Finance news and analysis from Global Banking & Finance Review
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UniCredit prices loans using significant risk transfer capital relief, Bloomberg News reports

Published by Global Banking & Finance Review

Posted on May 28, 2026

2 min read

· Last updated: May 28, 2026

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UniCredit Utilizes Significant Risk Transfer to Enhance Loan Pricing Competitiveness

UniCredit's Strategic Use of Significant Risk Transfer (SRT)

Incorporating SRT Capital Benefits into Loan Pricing

May 28 (Reuters) - UniCredit is including the capital benefit from significant risk transfer (SRT) into its process for granting and pricing new loans, the head of the bank's balance sheet management said in an interview with Bloomberg News published on Thursday.

Evolving SRT from Capital Efficiency to Competitive Advantage

“We have been working to evolve our use of SRTs from being purely a capital efficiency tool into something that directly improves the competitiveness of our bankers when they originate loans,” Stefano Chiarlone said.

UniCredit's Leadership in SRT Transactions

Regular Use and Programme Development

Among large European banks, UniCredit is one of the most active in the use of SRTs, which it has turned into an ordinary tool to manage capital, developing a large-scale programme that leads it to complete SRT transactions on a regular basis.

Purpose of Significant Risk Transfer Transactions

Banks use significant risk transfer transactions to free up capital that would otherwise be tied up against their loan books for regulatory purposes.

Future SRT Issuance Plans

Projected Volumes and Growth Potential

The Italian lender plans to issue SRTs tied to between 14 billion euros ($16.25 billion) and 16 billion euros of loans this year, with the possibility of moving closer to 20 billion euros if origination in the second half of the year keeps growing, Chiarlone told Bloomberg.

($1 = 0.8615 euros)

(Reporting by Mihika Sharma in BengaluruEditing by Tomasz Janowski)

Key Takeaways

  • UniCredit incorporates SRT-derived capital benefits directly into loan pricing, enhancing its bankers’ competitiveness in originations (alterest.co)
  • SRT allows the bank to reduce risk-weighted assets without selling loans, improving ROE and maintaining client relationships (alterest.co)
  • UniCredit expects to issue SRTs on €14–16 billion of new loans in 2026, with upside to €20 billion if second-half origination picks up (creditbenchmark.com)

References

Frequently Asked Questions

What is significant risk transfer (SRT)?
Significant risk transfer (SRT) is a mechanism banks use to reduce regulatory capital requirements by transferring credit risk related to certain loans to other parties.
How is UniCredit using SRT for loan pricing?
UniCredit is factoring in the capital benefit from SRT transactions when granting and pricing new loans, making its bankers more competitive.
How much in loans does UniCredit plan to issue SRTs for in 2024?
UniCredit plans to issue SRTs linked to €14–16 billion in loans in 2024, with a possible increase up to €20 billion based on loan origination growth.
Why do banks use SRT transactions?
Banks use SRT transactions to free up regulatory capital that would otherwise be locked against their loan books, improving capital efficiency.
What is UniCredit's position among European banks with respect to SRTs?
UniCredit is among the most active large European banks in implementing significant risk transfer as a regular capital management tool.

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