Credit crisis past its worst, claims Bank of England
Despite the optimism from the central bank's latest report, analysts believe it will still take some time before such confidence filters down into the mortgage-backed securities business
The Bank of England's latest Financial Stability Report came as a welcome respite for battered financial market participants when it stated that the scale of losses from the subprime crisis may be half the level currently estimated by the market.
The report, entitled Confidence is Key for Financial Markets, also pointed to the proliferation of cheap mortgage-backed assets in the market as "the
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
You may also like
Banks grapple with Fed’s double deadline on stress-test plans
Supervisor consulting simultaneously on next year’s test scenario and broader model changes
DFAST model changes would boost capital ratios
But category IV banks would suffer amid PPNR overhaul
European exporters add flexibility to FX hedges
Corporates with USD exposures have been reducing hedging tenors and adding optionality
Chinese banks drive global G-Sib liquidity coverage ratio to two-year low
The average G-Sib LCR falls to 136% as top Chinese dealers reverse 2024 gains
China margin negotiations wait on new collateral document
With 2026 deadline looming, banks await key Nafmii document to begin contract negotiations
S&P shutters NMRF solution amid audit questions
Vendors face adverse economics due to low number of IMA banks and prospects of regulatory easing
Crypto ETFs gatecrash the US Treasury repo market
Counterparty Radar: Volatility Shares tapped $13 billion in repo funding in Q2
Sponsor content
These articles were paid for by a contributing third party.More Information.
More on Structured products
A guide to home equity investments: the untapped real estate asset class
This report covers the investment opportunity in untapped home equity and the growth of HEIs, and outlines why the current macroeconomic environment presents a unique inflection point for credit-oriented investors to invest in HEIs
Podcast: Claudio Albanese on how bad models survive
Darwin’s theory of natural selection could help quants detect flawed models and strategies
Range accruals under spotlight as Taiwan prepares for FRTB
Taiwanese banks review viability of products offering options on long-dated rates
Structured products gain favour among Chinese enterprises
The Chinese government’s flagship national strategy for the advancement of regional connectivity – the Belt and Road Initiative – continues to encourage the outward expansion of Chinese state-owned enterprises (SOEs). Here, Guotai Junan International…
Structured notes – Transforming risk into opportunities
Global markets have experienced a period of extreme volatility in response to acute concerns over the economic impact of the Covid‑19 pandemic. Numerix explores what this means for traders, issuers, risk managers and investors as the structured products…
Structured products – Transforming risk into opportunities
The structured product market is one of the most dynamic and complex of all, offering a multitude of benefits to investors. But increased regulation, intense competition and heightened volatility have become the new normal in financial markets, creating…
Increased adoption and innovation are driving the structured products market
To help better understand the challenges and opportunities a range of firms face when operating in this business, the current trends and future of structured products, and how the digital evolution is impacting the market, Numerix’s Ilja Faerman, senior…
Structured products – The ART of risk transfer
Exploring the risk thrown up by autocallables has created a new family of structured products, offering diversification to investors while allowing their manufacturers room to extend their portfolios, writes Manvir Nijhar, co-head of equities and equity…
Most read
- Crypto ETFs gatecrash the US Treasury repo market
- S&P shutters NMRF solution amid audit questions
- UBS and the legal labyrinth of Credit Suisse’s AT1 debt