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PBGC throws in towel on liability-driven investment

The US Pension Benefit Guaranty Corporation (PBGC) has called time on its commitment to liability-driven investments (LDI) after admitting its current strategy has a less than one-in-five chance of meeting future funding needs.

Monoline costs ANZ $200 million

Melbourne-based Australia & New Zealand Banking Group (ANZ Bank) has announced a US$200 million loss provision due to counterparty risk exposures to troubled US monoline insurer ACA Capital.

CDOs of ABSs "in deep trouble"

Ninety-eight collateralised debt obligations of asset-backed securities (CDOs of ABSs) rated by New York-based Standard and Poor’s (S&P) have reached so-called events of default (EODs).

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