Rating agencies have been widely criticised for assigning AAA ratings to securitisations backed by subprime mortgages. Ashish Dev and Bo Qian argue that while the criticism is justified for some securitisation...
More Securitisation articles
The Royal Bank of Scotland (RBS) has combined its Asian collateralised debt obligation and collateralised loan obligation business with the mortgage-backed/asset-backed securities (MBS/ABS) product business under Byron Holmes, Tokyo-based head of Asia-Pacific...
First we were told it was undergoing a temporary hiatus, then it was stalled, now they're saying it's broken altogether. William Rhode takes a look at the global securitisation market to see what, if anything, can be done to restore its fortunes
Le turbolenze dei mercati finanziari hanno mandato in tilt i modelli di pricing del credito strutturato, spingendo le banche a rimettere in discussione i propri input. Le banche dovranno forse modificare le ipotesi sulla correlazione? E se sì, con quali...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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