Credit ratings
Rating aggregation flawed, but better than nothing, researchers say
New research finds errors still substantial even after combining ratings
Credit veteran tackles opacity in peer-to-peer lending
PeerIQ CEO Ram Ahluwalia shines a light on the world of peer-to-peer securitisation
Markets losing faith in STS securitisation plans
Participants consider issuing lookalike deals without the risk of regulatory penalties
EU moves to resolve bank bail-in debate
Council urges EC to clarify implementation of MREL and TLAC
Loan classification under IFRS 9
Vivien Brunel proposes a method to classify non-defaulted loans in accordance with IFRS 9
ABN Amro cuts rates swaps from €24bn covered bond programme
High cost of downgrade triggers forces Dutch bank to use alternative hedge
Traders shocked by $712m CVA loss at StanChart
Bank’s new methodology has been used by some rivals for more than a decade
Southern Europe securitisation markets thrown lifeline in EC plan
New rules ease treatment of ABS from countries with low credit ratings
DBRS and Fitch consider bail-in boost for swap ratings
If agencies follow Moody's lead, S&P would be isolated
Bail-in: why derivatives are in scope, but out of bounds
Analysing early termination costs - and the risks of contagion - will be tough
Derivatives 'not untouchable' for bail-in, warns SRB's König
Rating agencies "might be wrong" to see swaps as safer, says eurozone resolution chief
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
Microfinance boom could be bubble, some fear
More lenders are vying for a small pool of creditworthy intermediaries
Why CDOs work
Collateralised debt obligations have largely gone under the radar since the 2007 financial meltdown, when their market collapsed. Nearly every attempt at explaining the cause of their failure pointed towards flawed assumptions in pricing models and…
RBS sets up first Moody's-rated DPC in 14 years
Vehicle thought to cover swap with UK pub operator Punch Taverns
Replacement costs add to OTC pricing upheaval
Down the rabbit hole
The downgrade trigger trap
Trigger trap
Federal regulation may increase compliance burden, head of op risk warns
US insurers dealing with potentially heavier load from federal regulation and the Orsa