Asset-backed securities (abss)
Biggest funds also exposed to US junk corporate debt
Revamped ABS market will need state support if it is to be a game-changer for Europe
High-quality ABS will need some form of public backing to reach potential
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Asset-backed securities (abss) articles
Sponsored video: Societe Generale
Bank of England and ECB to promote coherent approach to ABS regulation
European insurer demand for debt securitisations could vanish despite proposals for lower capital charges
Increased funding options welcomed in the face of a potential spike in Australia consumer credit growth
The existence of multiple rule books may deter issuers and investors in securitisation
Underlines growing strategic importance of infrastructure bonds and MBS, finds survey
13th Annual European Single Manager Awards 2013
Basel proposals would kill European market, banks warn – and some regulators sympathise
Correlation-dependent derivatives, such as asset-backed securities and collateralized debt obligations (CDOs), are common tools for offsetting credit risk. Factor models in the conditional independence...
Sovereign-guaranteed loans provide yield boost for insurers
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'
Stress test struggle
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.