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...
More Securitisation articles
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...
Australia has one of the highest concentrations of equity investments compared with fixed income anywhere in the developed world. But interest in ‘fixed interest’, as it is often termed down under, is growing. Christopher Jeffery reports
US banks saw their assets grow by $248.6 billion in the first quarter of the year, after new accounting rules compelled them to bring hundreds of billions of dollars worth of securitised loans back on balance sheet. According to data collected by the...
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...
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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Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Singapore, 22nd - 23rd Jul 2014
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014