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...
Basel proposals would kill European market, banks warn – and some regulators sympathise
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More Securitisation articles
Securitisation industry group claims Europe faces big financing shortfall – and pushes securitisation as the answer
Deal is said to pay a coupon of 11% for first-loss protection – which some investors say is too low
Seven bank interventions, including major cases of fraud, have rocked Brazil’s small and medium-sized bank sector. Investors are calling into question everything from banks’ business models and costs of funding through to corporate governance standards,...
Banks are getting rid of legacy collateralised debt obligations by cracking them open and selling the collateral – a trend driven by investor demand for the assets and growing capital pressure on the banks. But it can be costly, complicated and even...
At least six banks are talking to lawyers and rating agencies about reviving derivatives product companies, although AAA ratings may now be off the table
Standard formula is too harsh and fails to reflect real risk of long-term finance, say insurers
A number of downgraded banks are required to find swap counterparty replacements for over 300 structured finance transactions – but this is proving difficult, with few candidates willing or able to step in
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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