ABX roll delayed amid ABS shortage
Markit, the London-based data vendor, has postponed the next roll of its ABX.HE index, due on January 19, for three months - a move that has prompted some investors to claim the future of the index may be in doubt.
The ABX.HE is a synthetic index of US home equity loan asset-backed securities (ABSs), launched in January 2006 by Markit and CDS IndexCo, and is normally rolled every six months. But, according to Markit, only five residential mortgage-backed securities (RMBSs) have been launched in
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Indexes
Risk Management
US banks harbour concerns over agencies’ cyber risk rule
Lack of reporting template means “people can give the least amount of data possible”, warns CISO
Receive this by email