Securitisation
Stress test struggle: separating liquidity and market risks
Stress test struggle
Derivatives blamed for Goldman Sachs' 'toxic' culture
Resignation letter links derivatives trade to moral collapse at bank
Basel 2.5: US ratings workaround too punitive, banks complain
Basel 2.5: US ratings workaround too punitive, banks complain
Basel 2.5 prompts flurry of asset sales and risk transfer deals
The profits of imbalance
Basel statement on risk transfer could halt legitimate trades, bankers warn
Basel Committee focuses on cost of protection in attempt to stamp out capital arbitrage, but dealers worry that sound trades will also suffer
Credit Suisse and UBS on Basel 2.5: Half a world away
Half a world away
RBI’s revised securitisation guidelines could ‘kill’ Indian market
The latest Reserve Bank of India revised draft guidelines for securitised transactions released late September have drawn criticism from market participants for being far too restrictive, with one lawyer saying the rules in their current form would …
Basel 2.5: regulators still wrestling with Dodd-Frank clash
Barriers to Basel
Capital One: banking on banking
Capital gains
US regulators propose standards to give securitisers skin in the game
Regulators release risk retention rule; publish a specific loan-to-value ratio for those mortgages that will be exempted
RBS promotes Eichel to head of US credit
RBS promotes Eichel to head of US credit
International banks spark surge in US covered bond issuance
All bases covered?
US foreclosures crisis is result of 'overall operational failure'
Imprudencies of scale
The impact of Basel III on systemic risk and counterparty risk
Market analysis: Basel III
RMBS holders in court battle over breaches of reps and warranties
Courting trouble
Cutting capital constraints
Cutting capital constraints
US securitisation of the year – FDIC
US securitisation of the year – FDIC
Europe securitisation of the year – Arran Residential Mortgages
Europe securitisation of the year – Arran Residential Mortgages
Banks look to securitisation of counterparty credit risk
Banks look to securitisation of counterparty credit risk
LLMA attempts to stimulate longevity market with pricing framework
Industry body seeks to create benchmark price level to expand market participation
Why investors need to have a rethink on RMBS
Time for a rethink on RMBS?