The tools investors use to price securitisations

Evaluating ABS

The task of pricing and evaluating asset-backed securities (ABS) is becoming ever more crucial as the market continues its dramatic expansion. This relentless year-on-year growth, up 40% in the first quarter of 2006 versus 2005, has attracted a broadening investor base, but it has also emphasised the need for better pre- and post-trade transparency.

Regulations such as Basel II, IAS39, Ucits III and the Markets in Financial Instruments Directive, which require improved internal risk management

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Next-generation technologies and the future of trading

At a webinar in association with capital markets technology provider Numerix, panellists discuss the potential for increased adoption of the public cloud to boost investment performance, its impact on risk management and overcoming barriers to…

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