Mortgages
Jump-start needed
Securitisation
“Operation Malicious Mortgage” needed to protect Americans
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OTS chief calls for federal mortgage regulation
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A bridge between mortgage TBA options and swaptions
Shijun Liu provides basis-point volatility option pricing formulas for swaptions and mortgage to-be-announced options that make direct comparison of volatilities easy and transparent across the two interest rate derivatives markets. Basis-point…
A bridge between mortgage TBA options and swaptions
Interest Rates
AMI releases UK mortgage proposals
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US regulators tighten grip on mortgage lenders
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Market reacts to US Treasury subprime plan
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More subprime legislation on the way
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Rogue lenders shamed by TCF crackdown
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Subprime fallout: US passes lending reforms
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Bringing down the house
There is evidence to support the claim that the subprime mortgage crisis in the US may have had its roots in operational risk problems. But just what caused the crisis, and could it have been averted if the firms involved had robust op risk frameworks in…
New report blames op risk failures for sub-prime meltdown
Op risk: a culprit in sub-prime mortgage crisis
Federal Reserve outlines future action on sub-prime market
Fed discusses subprime market
Basel II will trim riskier mortgages in UK
UK mortgage lenders bracing for Basel II
Freddie Mac opts for OpVar
Quasi-government US mortgage agency, Freddie Mac, has chosen Fitch Risk's OpVar software suite to manage its operational risk.
Baseline's Basel II solution completes development stage
Baseline Capital Limited has announced completion of the development stage of its Basel II data pool solution.
Mind the gap
UK mortgage lenders are grappling with Basel II. But there are still concerns about a credit risk management gap between the large and small lenders.
S&P versus Basel II: A fragile accord
By publicly casting doubt over aspects of the Basel II Accord's methodology, rating agency Standard & Poor's is voicing concerns shared by many in the banking industry. Joanne Hart asks how this dispute may affect bondholders and the market in general.