Asset-backed securities (ABSs)
Regulatory change provides opportunity for international firms' structuring skills
Risk Awards 2015: Bank arranged record margin loan in 30 days
Insurance companies could move into air finance and shipping, says SG's Viet
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Asset-backed securities (ABSs) articles
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
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
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.