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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