Securitisation
The impact of Basel III on systemic risk and counterparty risk
Basel III represents progress over its two predecessors, but more work needs to be done in the areas of counterparty risk and systemic risk.
The private label RMBS market in the US has been hit in recent months by the threat of legal action from investors, demanding that banks take back loans included in RMBS deals that have breached reps and...
A number of value-in-force transactions based on future Asian insurance profits, including seldom-seen cash monetisation deals, are being looked at behind closed doors as a means to ease constraints on...
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Securitisation articles
US securitisation of the year – FDIC
Bookrunner and note structuring agent: Barclays Capital
Europe securitisation of the year – Arran Residential Mortgages
Bookrunners: Lloyds TSB, JP Morgan, RBS
Banks look to securitisation of counterparty credit risk
New Basel rules are forcing banks to find innovative ways of laying off CVA exposures, rather than face high capital charges
LLMA attempts to stimulate longevity market with pricing framework
Industry body seeks to create benchmark price level to expand market participation
Australian RMBS market hopes to benefit from return of investor risk...
In terms of collateral, the Australian residential mortgage-backed securities market has performed better than its peers for several years, thanks mainly to its blemishless default history. After a post-crisis slump, a revival of domestic issuance is...
Why investors need to have a rethink on RMBS
Any asset class that can boast low default rates and high spreads is worth fresh consideration.
Axa offers ABS repo facility to banks
Cash-strapped banks are looking for new ways to monetise the assets on their books – particularly ABS, which will be subject to more stringent ECB eligibility criteria from 2011. Asset managers have spotted an opportunity here, and Axa IM is offering...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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