The performance of securitisation exposures and the central role they played during the recent financial crisis were a key motivation for the Basel Committee to perform a broader review of its securitisation framework for regulatory capital requirements. The Committee’s objectives are to make capital requirements more prudent and risk-sensitive; to mitigate mechanistic reliance [...]
Today, 9716 documents
in our database
in our database
 |
Posted on January 9th, 2013
Posted on December 17th, 2012
The theme of the joint conference between the Reserve Bank of Australia and the Bank for International Settlements in 2012 was ‘Property Markets and Financial Stability’. The conference brought together senior central bankers and leading academics to discuss important policy issues concerning property markets and financial stability. Discussions focused on several important topics, [...] Posted on December 12th, 2012
The information and opinion commentary in this Securitisation Monthly Data Supplement was prepared by the securitisation division of the Association for Financial Markets in Europe (AFME) and the Securities Industry and Financial Markets Association (SIFMA). Contents: CMBS Spreads Posted on December 9th, 2012
On December 3, ASF submitted our comment letter in response to the Federal Housing Finance Agency’s (“FHFA”) October 4, 2012 White Paper entitled “Building a New Infrastructure for the Secondary Mortgage Market.” The FHFA White Paper proposes the development of a single platform for the future issuance of all RMBS guaranteed by Fannie [...] Posted on November 26th, 2012
On November 20, ASF released the “ASF Guide to Implementation of Due Diligence Requirements for Securitization Positions under Market Risk Rule and OCC Guidance” (the “Guide”), which the ASF Market Risk Working Group produced over the course of the last few months in an effort to help firms more efficiently implement the new [...] 35 pages
|
|
|
|
||