Securitisation
Reviving RMBS
With only one public RMBS issue in the UK during the whole of 2008, the market would seem to have hit rock-bottom. But moves are afoot to help restore confidence in the market and enable banks to finance mortgage lending, as Laurence Neville reports
European paper issued on improving securitisation transparency
Daily news headlines
Mexico dances to a different tune
With US structured finance markets in the grip of the subprime squeeze, close neighbour Mexico might be expected to have suffered a similar fate. But strong investor demand for securitisation and homeowner-friendly government initiatives are combining to…
Second life
Life insurance securitisation
Offshore insecurity
Securitisation
Q&A: Intellectual property securitisation
Intellectual property securitisation, where the intrinsic value of a brand or copyright is released via the issuance of debt, can be costly but the interest savings over the life of the deal are attractive, explains the global co-head of securitisation…
Covered Bonds rates or credit?
In these times of uncertainty for the credit markets, covered bonds have become something of a refuge for investors. Their seniority in the capital structure and close relationship to Bunds have led some in the market to treat them as a proxy for rates…
Credit Portfolio Manager of the Year - Deutsche Bank
Risk Awards 2008
Insurance Risk Manager of the Year - Hannover Re
Risk Awards 2008
The subprime shake-down
The subprime mortgage market - the root of all the summer's troubles - may well be in turmoil but nobody is suggesting it is about to disappear as a source of financing for securitisations. The question is, what part will it play when the dust finally…
Tim Fletcher
Insufficient data is at the root of the credit market's ruined summer, Baseline Capital's sales and marketing director tells Matthew Attwood
Putting a price on subprime assets
Structured credit investors nursing losses from subprime-infected assets want better valuation models for illiquid securities such as MBS. But as Stewart Eisenhart reports, such solutions will be tricky to design and costly to implement
The Big Interview: Joseph Mason
The Big Interview
Rating agencies in the firing line
Rating agencies
ABS/ABX: More than just a technical hitch
ABS/ABX market
Mortgage agencies: Accidental heroes
Mortgage agencies
Malaysia's CLO debut
Securitisation
Russia wakes up to ABS
After years of being the 'next big thing', the Russian asset-backed securitisation market has finally arrived. Laurence Neville looks at the factors that have caused this sleeping giant to awaken
Subprime mortgages trigger ABX sell-off
Investors in the subprime mortgage sector might have been expecting some kind of market correction after a jump in delinquency rates at the back end of 2006. What they weren't expecting was a full-scale stampede out of the ABX index. Credit reports
Market Graphic: Credit card ABS spreads
Market Graphic
Basel II unlikely to reduce securitization of corporate exposures according to S&P
A new Standard & Poor’s report ‘Assessment Of The Basel II Framework: Incentive To Securitize Corporate Exposures Remains’ has found that the introduction of Basel II is unlikely to translate into reduced securitization of corporate exposures.
The tools investors use to price securitisations
Evaluating ABS
Thailand bucks the asset-backed trend
Securitisation
New dawn for India's securitisation market
India's structured finance business ground to a halt earlier this year after the introduction of the country's first securitisation guidelines. But with the changes now digested, new issuers are coming to market, says Sarfraz Thind