Securitisation
China's ABS framework on trial
Securitisation
NatWest rattles Sabre in law firm claim
New angles
European ABS: Will it end in tiers?
As part of a special focus on asset-backed securities, we take a look at the European ABS market. After a prolonged period of spread compression, credit tiering may be making a return to the market, as Alan McNee reports
Managers foresee Lazarus-esque revival from convertible arbitrage
convertible arbitrage
Taking the high road to absolute advocacy
While a lot of pension funds still dither over whether or not to invest in hedge funds, General Motors Asset Management's head of research, Edgar Sullivan, puts the case and reasons for GMAM's step into absolute return in 2001
De-leveraging credit risk
Leverage
SEC reveals new disclosure framework
REGULATORY UPDATE
Easy as ABCDS
asset-backed securities
Correlation complication
cdo market
The curious incident of the disputed CDO
Cover Story
Living with recognition
Under new accounting rules implemented this year, the majority of Europe's asset-backed securities transactions will now have to be recognised on balance sheet. Will this lead to a drop in securitisation volumes? Duncan Wood reports
Squaring the gearing circle
roundtable: funds of hedge funds leverage
Easy as ABCDS
ABS tiering
European ABS: Will it end in tiers?
ABS Tiering
Will credit cards drop their guard?
legislation
Bringing asset-backeds to the masses
Credit Derivatives
Living with recognition
Accounting standards
Basel IIBetter for everyone?
On June 26, 2004, international banking supervisors agreed in Basel, Switzerland to a new framework that will alter the way many banks calculate their capital requirements. The new Basel Capital Accord is to be phased in during 2007 and is scheduled for…
Tempted by the Latin allure
latin america
Basel IIBetter for everyone?
market forum
New demand stokes red-hot loan market
loan market
The all-Asian CDO
Asian credits
Tailor-made CDOs for all
Commoditising CDOs