Securitisation
Insurers welcome Eiopa’s review of capital charges on infrastructure and securitisations
Standard formula is too harsh and fails to reflect real risk of long-term finance, say insurers
Downgraded banks struggle to find replacement swap counterparties on ABS deals
A number of downgraded banks are required to find swap counterparty replacements for over 300 structured finance transactions – but this is proving difficult, with few candidates willing or able to step in
Profile: Credit Suisse's de Boissard on capital efficiency, Basel III and bank strategy
The adjustment bureau
US and EU banks face different Basel III floors
Regulators propose overhaul of US capital framework in long-awaited response to Basel III and Basel 2.5 - but there are differences to the European version of the rules
Reviving securitisation: regulators send mixed messages
Reviving securitisation
UK utilities face swap counterparty shortage
Bank downgrades could leave many structured finance transactions without acceptable swap providers - a potential nightmare for UK utilities
New ratings paradigm requires careful handling
The rate escape
Downgrade doomsday: utilities fear swap dealer shortage
Downgrade doomsday
Profile: NYU’s Robert Engle on volatility, liquidity and systemic risk
An Arch economist
Stress test struggle: separating liquidity and market risks
Stress test struggle
Derivatives blamed for Goldman Sachs' 'toxic' culture
Resignation letter links derivatives trade to moral collapse at bank
Basel 2.5: US ratings workaround too punitive, banks complain
Basel 2.5: US ratings workaround too punitive, banks complain
Basel 2.5 prompts flurry of asset sales and risk transfer deals
The profits of imbalance
Basel statement on risk transfer could halt legitimate trades, bankers warn
Basel Committee focuses on cost of protection in attempt to stamp out capital arbitrage, but dealers worry that sound trades will also suffer
Credit Suisse and UBS on Basel 2.5: Half a world away
Half a world away
RBI’s revised securitisation guidelines could ‘kill’ Indian market
The latest Reserve Bank of India revised draft guidelines for securitised transactions released late September have drawn criticism from market participants for being far too restrictive, with one lawyer saying the rules in their current form would …
Basel 2.5: regulators still wrestling with Dodd-Frank clash
Barriers to Basel
Capital One: banking on banking
Capital gains
US regulators propose standards to give securitisers skin in the game
Regulators release risk retention rule; publish a specific loan-to-value ratio for those mortgages that will be exempted
RBS promotes Eichel to head of US credit
RBS promotes Eichel to head of US credit
International banks spark surge in US covered bond issuance
All bases covered?
US foreclosures crisis is result of 'overall operational failure'
Imprudencies of scale