Securitisation
Basel statement on risk transfer could halt legitimate trades, bankers...
Published online only
Basel Committee focuses on cost of protection in attempt to stamp out capital arbitrage, but dealers worry that sound trades will also suffer
Original headline:
Binning the 'originate-to-distribute' banking model in favour of the 'buy-and-hold' model would reduce the role of securitisation – a risk-sharing mechanism that, when done properly, can bring benefits...
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More Securitisation articles
US CLO issuance bouncing back in 2011, say experts
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While CLO activity remains below pre-financial crisis levels, a demand for higher yields is driving US investor appetite
Securitisation market needs accounting rule change to aid recovery...
Original headline:
Securitisation market has a long way to go before its reputation is restored, says industry veteran
New York Fed RMBS sales go smoothly
Published online only
Auctions of AIG legacy portfolio delivering a solid result for the Fed
Sponsored statement: DBS Bank
Original headline:
Securitised debt has, at best, played a supporting role in Asia over the past decade or so. No sooner did issuers and investors begin to embrace the product than it met an unexpected hurdle that took the wind out of its sails
US regulators propose standards to give securitisers skin in the game
Published online only
Regulators release risk retention rule; publish a specific loan-to-value ratio for those mortgages that will be exempted
The art of securitising CVA
Original headline:
New Basel counterparty credit risk capital charges are prompting banks to examine ways of shedding CVA exposures. Some dealers have started to think about securitising the risk, but structuring these transactions is no easy task, and doubts remain over...
Oversubscribed CLO points to returning Asian risk appetite, more CLOs...
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Standard Chartered's most recent Start deal proved oversubscribed, suggesting a returning credit risk appetite in Asia. Meanwhile, more CLOs are expected this year.
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