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mardi 17 mars 2026
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AIFMD II’s risk retention rules – How may they impact cross trades between credit funds?

By Frank VAN KUIJK and Agata SZYMONIAK, Loyens Loeff NYC and Loyens Loeff Luxembourg   Credit funds managed by the same sponsor may engage in cross trades, whereby credit assets are transferred between different funds under the sponsor’s management. This may happen for a variety of reasons. A loan may be transferred because it aligns better with a fund pursuing a different credit strategy, to achieve diversification, optimize the portfolio’s risk-return profile, or because the transferor fund reaches the end of its term. In case of parallel funds, transfers may be required for rebalancing purposes.   The incoming risk retention rules   AIFMD II introduces risk retention rules (RR Rules) that will apply...
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