While the December proposals incorporate many of the industry's comments, banks claim the rules are still too harsh
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...
Increased funding options welcomed in the face of a potential spike in Australia consumer credit growth
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 Securitisation articles
Ratings enable the information asymmetry existing in the issuer-investor relationship to be reduced, particularly for issues with a high degree of complexity, as in the case of securitizations. However, there may be a serious conflict of interest between...
Our fall issue contains a number of innovative papers that we hope are of great interest to our readers. A feature of a number of these papers is that they offer new methodologies with attractive empirical properties. Since these are hard to verify at...
The 400 Capital Credit Opportunities Fund, named the best fixed income/credit hedge fund at the Americas Awards 2013, made money from the 2012 rally in subprime mortgage securities
The Basel approach is criticised as inconsistent, prompting a group of quants to develop an alternative
Rules would require banks to allocate all securitisation exposure by individual, underlying obligor
US clearing rules do not exempt SPVs, but industry is split on whether other exemptions - for unclearable swaps - would apply
The European Central Bank wants to promote securitisation, but critics of the Basel Committee’s proposed new capital rules fear the extra burden will snuff out the European market altogether. The stage is set for the latest clash between policy and...
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
Australia, 5th - 7th Mar 2014
South Africa, 12th - 14th Mar 2014
UK, 12th Mar 2014
UK, 13th - 14th Mar 2014
UK, 13th Mar 2014