Analysis
Market graphic - A consensus for valuation input assumptions
Money managers' expectations for the 12-month performance of underlying loans behind European RMBS are showing signs of improvement, says Peter Jones
Market snapshot
Tim Mortimer of Future Value Consultants looks at the pricing issues for structured products in different markets and provides his trade of the month
Repercussions from rupiah stability
Regulation radar - Indonesia
Bridging the gap
Russia is finally set to introduce standardised documentation for derivatives instruments, which should help create the legal certainty participants view as critical to market growth. Mikhail Loktionov and Laila Vildanova look at the mechanics of the…
Market snapshot
Tim Mortimer of Future Value Consultants looks at the pricing issues for structured products in different markets and provides his trade of the month
Value added
Valuation remains a major focus for banks and regulators. In this Class Notes article, Charles Smithson examines the academic approaches to valuation and applies them to structured credit assets
Market snapshot
Market Analysis
Is the UK facing a gas storage crisis?
Low storage levels and growing import dependency provoke concern, but some commentators believe the market will sort out any future supply problems, as Rachel Morison reports
Market snapshot
Market Analysis
Ringfencing and contract enforceability challenges
Regulation radar Korea
Market snapshot
Market Analysis
A regulated new year
Regulators are widely expected to increase their oversight of the financial sector in the coming year, with derivatives likely to come under particular scrutiny. As part of the current series of Class Notes articles, Charles Smithson and Steve Allen…
Breaking the cycle
Basel II