Mortgage-backed securities (mbs)
Beacon adds CEO and sales chief
David Weisberger has joined Beacon Capital Markets, which operates an MBS e-trading platform, as co-CEO, working alongside founder Norman Epstein. In 1994, Weisberger founded Watch Hill Management Partners...
It's clear that we're far from the end of the problems besetting the credit market, but there are several encouraging items in this month's issue of Credit. The first addresses the section of the financial...
There is evidence to support the claim that the subprime mortgage crisis in the US may have had its roots in operational risk problems. But just what caused the crisis, and could it have been averted if...
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More Mortgage-backed securities (mbs) articles
Efficient value-at-risk estimation for mortgage-backed securities
We develop an efficient Monte Carlo simulation-based methodology for value-at-risk (VAR) and sensitivity analysis of mortgage-backed securities (MBS) that employs an importance sampling technique developed for quadratic VAR models. Our approach, whose...
New ABS and MBS standards
The European Securitisation Forum (ESF) has responded to calls from investors in asset-backed securities for better disclosure by releasing market practice guidelines for the securitisation market.
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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