Commercial mortgage-backed securities (CMBS)
Deer Park, Pyrrho, PSAM, TSAF and Venor tell their stories
Hedge funds to follow US model by taking on bank risks
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
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Americas Awards 2013
Finer focus needed
Grosvenor Capital Management has committed $85 million in seed capital for a structured credit hedge fund started by a group of former Citadel executives.
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'
The profits of imbalance
A foot on the property ladder
RMBS, CMBS and ABS deals placed on review list until September for op risk weaknesses
UK investment firm insists ABS offers better value then unsecured bank debt, despite its damaged reputation.
Structured finance markets are beginning to stabilise as advanced economies return to positive growth, according to Fitch Ratings. Speaking at a media briefing on April 28, Brian Coulton, head of sovereign...
Pennsylvanian credit rating agency Realpoint has set its sights on competing with Fitch, Moody’s and Standard and Poor’s by moving beyond commercial mortgage-backed securities (CMBS) into other asset...
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.