Asset-backed securities (abss)
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
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Asset-backed securities (abss) articles
Interview with Steve Jacobs, CEO of BTG Pactual Global Asset Management about the Global Emerging Markets & Macro Fund, winner of best global macro hedge fund in the European Single Manager Awards 2013
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 is set for the latest clash between policy and...
Basel proposals would kill European market, banks warn – and some regulators sympathise
have attracted substantial research interest in recent years, this high level of interest does not simply reflect a challenging set of problems for academic research. This is an area where advanced modeling can also pay off in practice. With complexity...
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 framework are widely used in practice to capture...
Sovereign-guaranteed loans provide yield boost for insurers
Regulators are talking about reviving the securitisation market as a solution to European bank funding pressures – and the door has been opened to counting mortgage-backed debt as a liquid asset. But the market also faces regulatory headwinds. Mark...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
Germany, 25th Feb 2014
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