The European Central Bank wants to promote securitisation, but critics of the Basel Committee’s proposed new capital rules fear the extra burden will snuff out the European market altogether. The stage...
Securitisation industry group claims Europe faces big financing shortfall – and pushes securitisation as the answer
Deal is said to pay a coupon of 11% for first-loss protection – which some investors say is too low
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Securitisation articles
The brochure, dated October 2006, refers to “a breakthrough in synthetic credit investments”, trumpeting the new product’s AAA rating and claiming it has a high probability of cashing in – or earning enough during the early years of its 10-year...
An extraordinary Australian court judgement shines a light on the errors and deceit that led to the granting of an AAA rating to ABN Amro’s Surf constant proportion debt obligation in 2006. Lukas Becker reports
The fine handed out by an Australian court last year to ABN Amro and Standard & Poor’s was a rare success for post-crisis litigants in structured credit cases. The victors are hoping to repeat the trick in Europe – but what are their chances? Lukas...
Banks are getting rid of legacy collateralised debt obligations by cracking them open and selling the collateral – a trend driven by investor demand for the assets and growing capital pressure on the banks. But it can be costly, complicated and even...
At least six banks are talking to lawyers and rating agencies about reviving derivatives product companies, although AAA ratings may now be off the table
A few large banks are renting out their credit ratings to protect structured finance vehicles from downgrades. But it’s a complex business, and it can come at a heavy cost to the original counterparties. By Lukas Becker
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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