Mortgage-backed securities (MBS)
Operational risk and the great financial crisis
Five years on, how much do we actually know about the op risk impact of the crisis?
The great unwind: Buy-side fears impact of market-making constraints
Some buy-side firms are already calling it the great unwind – the migration out of the huge bond portfolios buy-side firms have built up in recent years, as rates eventually rise. But with dealers less able to play the role of liquidity provider, it…
SkyBridge Multi-Advisor Hedge Fund Portfolios - Series G: SkyBridge Capital
Walks and talks like a multi-strat
Mortgage hedge funds refine focus after bumper 2012
Finer focus needed
Hedge funds expect more alpha in mortgage trades
Despite a spectacular run-up in prices since 2010, US residential mortgages continue to offer strong opportunities for hedge funds. Investors should continue to see gains throughout 2013
Bank of Japan derivatives purchases threaten already low equity ratio
The BoJ's latest inflation targeting weapon could challenge its balance sheet strength
Interest rates house of the year: Barclays
Structured Products Asia Awards 2012
STS Partners Fund: Deer Park Road Corporation
Americas Awards 2012
UBS 'unethical' in mortgage-backed securities pricing
UBSGAM settles SEC mispricing charges for $300,000
Lifetime achievement award: Lance Uggla
Risk awards 2012
NCUA sues Goldman Sachs for $491 million
Bank mis-sold mortgage-backed securities to credit unions, regulator says
BAML's Lipton: discrete models essential to cut CVA computation costs – Video
Top quant says a CVA model that is 80% accurate but takes 20% of the time is "very attractive"
New York Fed RMBS sales go smoothly
Auctions of AIG legacy portfolio delivering a solid result for the Fed
Charles Schwab companies pay $118 million to settle SEC charges, case against execs continues
Charles Schwab in $118m SEC settlement
US foreclosures crisis is result of 'overall operational failure'
Imprudencies of scale
RMBS holders in court battle over breaches of reps and warranties
Courting trouble
Fadel to lead structured DCM at Jefferies
Fadel to lead structured DCM at Jefferies
Congress raises alarm on US mortgage fraud risk
Tarp oversight panel warns that bank incompetence threatens financial system
Banks face suit over mis-sold subprime loans
Cambridge Place Investment Partners accuses 15 banks of mis-selling.
FOMC pledges to maintain scale of asset purchases
Federal Reserve fails to announce additional quantitative easing but pledges to keep size of purchases at current levels; calls for more easing spurred by weak jobs data
Bear bailout vehicle turns first paper profit
Federal Reserve balance sheet data shows Bear Stearns’ assets held in Maiden Lane vehicle made a paper profit for first time since its inception
Europe hikes capital rules, slashes banker bonuses
Legislation adopted by European Parliament requires banks hold up to four times more capital to protect against trading risk; half of bankers’ bonuses to be paid in contingent capital