A call for a less onerous regulatory treatment of high-quality securitisation vehicles is to be made by the ECB and Bank of England jointly at the spring meeting of the IMF in Washington this week
Proposed changes to the capital charges for securitisations under Solvency II are too limited, say experts. However, the amended charges should stop insurers becoming forced sellers of lower risk asset-backed...
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More Securitisation articles
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 enough for some. Laurie Carver reports
Increased funding options welcomed in the face of a potential spike in Australia consumer credit growth
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
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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