The profits of imbalance
Basel Committee focuses on cost of protection in attempt to stamp out capital arbitrage, but dealers worry that sound trades will also suffer
Half a world away
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Securitisation articles
The latest Reserve Bank of India revised draft guidelines for securitised transactions released late September have drawn criticism from market participants for being far too restrictive, with one l...
Barriers to Basel
The Sloane Ranger
Regulators release risk retention rule; publish a specific loan-to-value ratio for those mortgages that will be exempted
All bases covered?
Imprudencies of scale
Market analysis: Basel III
Europe securitisation of the year – Arran Residential Mortgages
Banks look to securitisation of counterparty credit risk
Industry body seeks to create benchmark price level to expand market participation
Safe as houses
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.