Asset-backed securities (abss)
Legacy non-agency market benefits from anticipated payouts
Bank of England and ECB to promote coherent approach to ABS regulation
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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
The profits of imbalance
Coming up with the money
Barriers to Basel
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.