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More Securitisation articles
The Basel Committee on Banking Supervision issued a statement yesterday altering its approaches to securitisation and credit risk mitigation in Pillar I.
The deteriorating credit quality of South Korea’s securitised credit card portfolios has not only meant Korean asset-backed securities issuance has ground almost to a halt this year, but that it i...
US regulators published the much-awaited advance notice of proposed rulemaking (ANPR) late on Friday afternoon, after a meeting of the Board of Governors of the Federal Reserve.
Securitisation and related forms of credit risk transfer are unlikely to suffer in the long-term under the Basel II proposals, according to a report published today by financial and risk management ...
The Basel Committee on Banking Supervision, the architect of new banking regulation, Basel II, which is due for implementation by the end of 2006, has made a number of concessions in its proposed tr...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.