Infrastructure/Regulation
The drive for automation
Trading technology
The final frontier
Single-dealer platforms
Doug Long
The business development head at structured finance software vendor Principia talks to Matthew Attwood about what it will take to restore investor appetite for structured products
Mortgage investors turn to analytics firms for due diligence on MBS assets
Baseline Capital and Edeus are two firms that have released evaluation tools for residential mortgage assets to help investors assess credit risk in securitisation pools
Risk management using economic scenarios
Sponsored statement
The holistic approach
Sponsored statement
Solvency II Reinsurance - Counterparty default risk
Technical papers
Model behaviour
Sponsored Roundtable
Sourcing security
Markets
Out of the comfort zone
Operational stress
Seeking security
Cover story
Taming nature with models
Catastrophe risk
Risk returns
Conference report
Pushed to the limit
Stress testing
Dealers vote for third LCDX auction
The International Swaps and Derivatives Association will publish terms for a cash-settlement auction on loan credit default swaps (LCDSs) referencing Hawaiian Telecom over the coming weeks.
Fed opens $800 billion war chest to aid securitisation recovery
The Federal Reserve Bank of New York has unveiled ambitious proposals to purchase up to $800 billion of agency mortgage-backed securities (MBS) and extend credit to holders of cash asset-backed securities (ABS) in an effort to prop up the securitisation…
SuperDerivatives expands into electricity
SuperDerivatives has announced that it has added electricity derivatives to its energy and commodities platform from November 17.