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
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Commercial mortgage-backed securities (cmbs) articles
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...
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.