While defaults and delinquencies on subprime mortgages appear to have peaked, losses on prime mortgages and other prime collateral referenced by asset-backed securities (ABS), such as auto loans and credit...
For Barclays Capital, a recent £250 million ($495 million) securitisation of part of UK insurer Aegon Scottish Equitable’s life portfolio proves there’s life left in the life insurance securitisation...
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Faced with distrust in the market and suspicion from regulators, the three major credit rating agencies have proposed changing their methodologies for collateralised debt obligations. But will that be enough to placate supervisors and investors? By Alexander...
HSH Nordbank has filed a suit against UBS, claiming fraud caused it significant losses on a $500 million investment in a subprime mortgage-linked synthetic collateralised debt obligation (CDO) sold to the German bank in 2002.
The three largest global rating agencies are reconsidering their approach to rating structures exposed to fluctuations in market value, with potentially unpalatable results for holders and arrangers of various structured credit products.
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.
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