The US dollar covered bond market burst into life in 2010, as foreign banks took advantage of the favourable negative euro-dollar basis. All the signs suggest this year will see more of the same; and there...
The US foreclosures crisis revealed the operational risks that arise when banks behave like mortgage factories
Basel III represents progress over its two predecessors, but more work needs to be done in the areas of counterparty risk and systemic risk.
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More Securitisation articles
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 warranties. Do investors have a case, and what...
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 capital for insurance groups. But activity may remain...
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...
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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