Not content with regulators’ first attempt at revamping the capital requirements for securitisations, the industry offered its own proposals. Regulators have obliged on some aspects – but it’s not...
Securitisations suffer in draft rules that avoid use of credit ratings - a Dodd-Frank Act requirement
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More Resecuritisation articles
The last months of 2011 saw European banks preparing for the arrival of Basel 2.5 by trying to lighten their risk-weighted assets – but a delay in implementing the same rules in the US has created an uneven playing-field, they complain. Mark Pengelly...
Swiss banks had to switch over to Basel 2.5 at the start of 2011, but they are still wrestling with elements of the new trading book rules – from educating traders on the impact, to working out sovereign bond risks. And differences have already emerged...
The Dodd-Frank Act means elements of Basel’s new trading book rules cannot be implemented in the US – although supervisors claim it will only be a temporary reprieve. A review of the rules has also been delayed. Mark Pengelly reports
New capital and liquidity rules may force risk outside the banking industry – an intended consequence of the regulations. But is this a good thing, and how will supervisors monitor the complex, shadowy ways in which risk can be transferred and transformed?...
Resecuritisation deals - collateralised loan obligations (CLOs) backed by structured finance securities - are likely to grow in Japan, according to a report issued this week by Moody’s Investors Service.
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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