Collateralised debt obligation (cdo)
The SEC has lifted the lid on the conflicts of interest in the rating of subprime mortgage-backed securities
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 Collateralised debt obligation (cdo) articles
The originate-and-distribute model offered a means for banks to offload credit risk from their balance sheets and distribute it to investors. But Andrew Haldane and Lewis Webber of the Bank of England argue this risk was often passed on to those least...
Leveraged super-senior (LSS) trades represent a mechanism for packaging senior credit risk. Many LSS structures have been issued to date and yet there seems to be no formal pricing approach. In this article, Jon Gregory discusses the valuation of LSS...
The credit crisis continues to throw up big surprises. Just when it looks as if things are beginning to calm down, there's yet another bombshell - whether it be larger than expected writedowns at investment banks, the near-collapse of the monoline sector...
Banks, investors and rating agencies are bracing themselves for a barrage of new regulatory guidance, consultation papers and capital charges in the wake of a report by the Financial Stability Forum (FSF) on April 12, which made a series of recommendations...
As regulators clamp down on securitised products, leveraged investors are racing to new markets. JP Morgan analysts say the crisis might be shifting leverage from structured products to emerging markets.
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
Australia, 5th - 7th Mar 2014
South Africa, 12th - 14th Mar 2014
UK, 12th Mar 2014
UK, 13th - 14th Mar 2014
UK, 13th Mar 2014