As the banking sector deleverages, the loan portfolios put up for sale could be attractive to insurance companies. But the structure of these assets and the potential regulatory treatment can make these...
Comments period of proposed Fincen regulation finishes amid a torrent of criticism
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Prepayment risk articles
Peter Jackel presents a model for the dynamics of fractional notional losses and prepayments on asset-backed securities for the valuation and risk management of derivatives, including waterfall structures and other structured debt obligations on bespoke...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future