More Securitisation articles
Investors in the subprime mortgage sector might have been expecting some kind of market correction after a jump in delinquency rates at the back end of 2006. What they weren't expecting was a full-scale stampede out of the ABX index. Credit reports
A new Standard & Poor’s report ‘Assessment Of The Basel II Framework: Incentive To Securitize Corporate Exposures Remains’ has found that the introduction of Basel II is unlikely to translate into reduced securitization of corporate exposures.
In a tight spread environment, with deals trading above par, analysis of prepayment risk is taking precedence over traditional credit risk. However accessing sufficient and meaningful data is hampering investors' efforts to evaluate securitised products....
The risk of trade receivables securitisations comes from both the pool of assets and the seller of the assets. Vivien Brunel develops a model for securitisation exposures that deals with both risks, and analyses in detail the interplay between debtors'...
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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