Asset-backed securities (ABSs)
Council of EU holds firm to salvage STS securitisations
Market participants welcome reversion to 5% retention rate and lower penalties for breaches
Emir review could push securitisations into the dark
Subjecting deals to margin requirements would be a further blow to STS securitisation concept
China TLAC uncertainty frustrates capital planning
Banks face $1 trillion issuance crunch if regulators take too long to define bail-in debt
Mortgage and auto loan securitisations inflict op risk losses
Megan van Ooyen from SAS rounds up the top five operational risk losses for March 2017
Risk retention ‘substantially diluted’ for STS proposal
Parliament compromises to pass STS securitisation proposal, but industry is still pessimistic
Why did the crisis cause such large op risk losses?
Huge losses from the 2008 crisis can be seen as a short option position
MEPs seek solution to STS securitisation stalemate
Rapporteur circulates compromise plan after three large parties reject 20% risk-retention rate
Negative Euribor erodes securitisation profits
Implicit floors in notes leave originators facing cost of negative rates on hundreds of tranches
Securitisation losses rattle peer-to-peer lenders
Marketplace lending hit by downgrades, legal worries and questions over structure of deals
On derivatives and quants
Alexander Lipton on how the role of quants is adapting to the new financial environment
Compliance burden jeopardises EU securitisation revival
Parliamentary rapporteur undermines STS with investor due diligence plan
Southern Europe securitisation markets thrown lifeline in EC plan
New rules ease treatment of ABS from countries with low credit ratings
Securitisation turnaround is causing confusion
Regulation has failed to keep up with a change of heart from policy-makers
Insurers call for clarity on US agency risk weightings
Capital treatment under Solvency II unclear, say firms
The 5% trap: Solvency II brings more woe for ABS
Risk retention rules threaten to force firms to dump legacy assets
China CLO market stutters on economic slowdown
Increase in liquidity and a rise in NPLs slow China structured credit market
EU urged to go it alone on capital for securitisations
Basel group split over how to reflect European plans for 'simple' securitisations
Chenavari exploiting opportunities in energy, Asia and liquid alts
Credit player launches Ucits European vehicle and eyes '40 Act funds
Fitch cautious on bank swap ratings
Agency to consider framework but suggests it will be limited
Moody's bank swap ratings may halt ABS downgrades
New methodology could ease swap replacement headaches
Taiwan insurers take Formosa bonds over structured credit
Growth of renminbi assets ends Taiwan insurers' love affair with structured credit
Global banks look for profits in China ABS market
Regulatory change provides opportunity for international firms' structuring skills
Risk solutions house of the year: Societe Generale
Risk Awards 2015: Bank arranged record margin loan in 30 days
Video: Asset finance next for yield-hungry insurers
Insurance companies could move into air finance and shipping, says SG's Viet