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...
More Securitisation articles
Credit Suisse is trying to halve risk-weighted assets for its fixed-income division. That has been painful work – businesses and clients have been cut – but Gaël de Boissard says the bank is now closer to having a Basel III-compliant franchise than...
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 the market also faces regulatory headwinds. Mark...
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 markets businesses. The decisions are expected...
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
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...
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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