Half a world away
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 Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Securitisation articles
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.