Product to clear next year amid fears of falling liquidity from new non-cleared margin requirements
CMBS issuers in dark about how much capital to hold against risk retention exposures
Parliamentary rapporteur undermines STS with investor due diligence plan
Deer Park, Pyrrho, PSAM, TSAF and Venor tell their stories
Hedge funds to follow US model by taking on bank risks
Legacy non-agency market benefits from anticipated payouts
While hedge funds focused on Latin America are on course to underperform, Japan is a bright spot in the hedge fund universe
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.
A cracking time
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.
The distressed assets sitting on the balance sheets of financial institutions have increased in value in recent months, with a variety of firms reporting paper gains. Has the turning point been reached in distressed structured credit assets? Peter Madigan...