Securitisation
Reviving securitisation: regulators send mixed messages
Regulators are talking about reviving the securitisation market as a solution to European bank funding pressures – and the door has been opened to counting mortgage-backed debt as a liquid asset. But...
Bank downgrades could leave many structured finance transactions without acceptable swap providers - a potential nightmare for UK utilities
A lot of banks could be downgraded this month – in mid-February, Moody’s Investors Service announced it would review the ratings of 114 European financial institutions and 17 banks with global capital...
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More Securitisation articles
Downgrade doomsday: utilities fear swap dealer shortage
Tough ratings criteria for utility securitisations mean they could be left short of swap counterparties. Utilities are worried they could face downgrades as a result – and potentially be stripped of their licences. Matt Cameron reports
Profile: NYU’s Robert Engle on volatility, liquidity and systemic risk...
The financial crisis has thrown up numerous opportunities to study the relationship between volatility and liquidity – from the freezing of structured credit markets to the 2010 flash crash – but Nobel laureate economist Robert Engle says this behaviour...
Stress test struggle: separating liquidity and market risks
The financial crisis has been marked by episodes of extreme illiquidity, affecting everything from collateralised debt obligations to government bonds, but there has been little attempt to reflect these risks in stress tests. Some banks are building tests...
Derivatives blamed for Goldman Sachs' 'toxic' culture
Resignation letter links derivatives trade to moral collapse at bank
Basel 2.5: US ratings workaround too punitive, banks complain
Securitisations suffer in draft rules that avoid use of credit ratings - a Dodd-Frank Act requirement
Basel 2.5 prompts flurry of asset sales and risk transfer deals
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...
Basel statement on risk transfer could halt legitimate trades, bankers...
Basel Committee focuses on cost of protection in attempt to stamp out capital arbitrage, but dealers worry that sound trades will also suffer
Using market and credit risk analytics to strengthen performance
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Using market and credit risk analytics to strengthen performance
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