Commercial mortgage-backed securities (CMBSs)
Tullett Prebon and Allianz to launch Solvency II data service
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'
Basel 2.5 prompts flurry of asset sales and risk transfer deals
The profits of imbalance
Credit investors circle CRE loan market as refinancings loom
A foot on the property ladder
Moody’s op risk guidelines hit 134 transactions in Europe
RMBS, CMBS and ABS deals placed on review list until September for op risk weaknesses
Fear of securitised products is creating opportunities, says M&G
UK investment firm insists ABS offers better value then unsecured bank debt, despite its damaged reputation.
Happier times for distressed assets?
The distressed assets sitting on the balance sheets of financial institutions have increased in value in recent months, with a variety of firms reporting paper gains. Has the turning point been reached in distressed structured credit assets? Peter…
Bringing down the house
There is evidence to support the claim that the subprime mortgage crisis in the US may have had its roots in operational risk problems. But just what caused the crisis, and could it have been averted if the firms involved had robust op risk frameworks in…
Basel II to reduce capital on rated securitisation positions
The minimum capital requirements under the new Basel framework, also known as Basel II, will lower the amount of capital that implementing banks will be charged for rated securitisation positions, according to new research by FitchRatings, the rating…