Haircuts
CVA desks to keep buying sovereign CDSs – even if they never pay out
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Even if CDS contracts are not triggered in Greek restructuring, Basel III's CVA charge ensures the market will live on - but episode raises fresh questions about design of capital framework, dealers say...
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Despite previous announcements by European authorities that haircuts would not be imposed on investors in restructurings involving Eurozone sovereigns and banks before 2013, with each passing month that...
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Greek sovereign risk continues to rise on haircut fears
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More Haircuts articles
Bail-in proposals are not necessarily bad for investors – M&G
Original headline:
Investors may have worked under the assumption they would be saved from losses on their holdings of bank debt by public bailouts, but they need to accept those days are over, writes Tamara Burnell of M&G Investments.
Credit Institute panellists pooh-pooh CoCos as viable fixed income...
Original headline:
Appetite for CoCo securities is likely to be limited, while senior haircuts on bank debt are only a matter of time, according to panellists at recent Credit Institute event.
Bond investors should remember that haircuts are only a last resort...
Original headline:
The EC would explore other avenues of recapitalisation for failing banks, before opting for haircuts.
Brussels sets the stage for senior debt haircuts
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Internal markets directorate publishes consultation paper calling for senior bondholder haircuts in resolution regimes; analysts worry move could further disrupt funding for troubled banks
Pain coming for senior bondholders, say Credit Institute panellists
Published online only
Buy-side participants at the latest Credit Institute event acknowledged haircuts on senior unsecured debt are looking increasingly likely as regulators move to introduce new special resolution regimes.
Roubini: Eurozone restructurings will leave bondholders facing losses
Published online only
Government debt levels in peripheral Europe mean restructurings cannot be avoided, economist Nouriel Roubini tells Credit magazine.
ECB closes in on inferior collateral with new haircut scheme
Published online only
European Central Bank’s new discount schedule increases haircuts levied on troublesome collateral, such as asset-backed securities; analysts expect move to discourage pledging of risky assets
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