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...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
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Bookrunners: Lloyds TSB, JP Morgan, RBS
New Basel rules are forcing banks to find innovative ways of laying off CVA exposures, rather than face high capital charges
Industry body seeks to create benchmark price level to expand market participation
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...
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...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future