Mortgages
Mortgage lenders fret over FASB hedging proposals
Popular risk mitigation strategies could be sunk by new rules on the designation of hedges
US introduces Covered Bond Act in bid to harness mortgage financing
With concerns hanging over the US securitisation market, some industry participants are pushing the case of covered bonds as an alternative. The US Covered Bonds Act introduced in March represents a step forward, but can investors accept the quirks of…
Property swap analysis could have softened commercial property market crash
Implied total returns suggest UK property market was overheating in 2006.
Sovereign underpinning
Mortgage funding
Fed seeks comment on proposed changes to Regulation Z
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FSA letter warns mortgage firms to treat customers fairly
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Jump-start needed
Securitisation
“Operation Malicious Mortgage” needed to protect Americans
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OTS chief calls for federal mortgage regulation
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A bridge between mortgage TBA options and swaptions
Shijun Liu provides basis-point volatility option pricing formulas for swaptions and mortgage to-be-announced options that make direct comparison of volatilities easy and transparent across the two interest rate derivatives markets. Basis-point…
A bridge between mortgage TBA options and swaptions
Interest Rates
AMI releases UK mortgage proposals
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US regulators tighten grip on mortgage lenders
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Market reacts to US Treasury subprime plan
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More subprime legislation on the way
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