Banks look to securitisation of counterparty credit risk
Industry body seeks to create benchmark price level to expand market participation
Time for a rethink on RMBS?
You repo what you sow
Cecile Houlot takes up post after 13 years at JP Morgan.
A formal 8% floor is set for correlation trading capital charge following analysis of QIS results.
Since the financial crisis the insurance-linked securities market has been squeezed into a tight corridor of issuance with only natural catastrophe bonds seeing any traction – a blow for a market that pre-2008 appeared to be on the cusp of developing...
The latest US bank results show the effect of recent changes in accounting rules, which brought $295 billion in securitised loans back on to balance sheets
Having the right servicer in place is critical in maximising the recovery value of distressed loans in mortgage-backed portfolios.