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
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...
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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