Securitisation
US regulators told to expand stress-test programme
The US Treasury should expand its bank holding company stress-testing programme to include smaller firms, the Congressional Oversight Panel said on August 11.
Red dawn for Russian securitisation
It has been a dark time for Russia's securitisation market, but the addition of RMBS to the list of eligible assets for the central bank repo facility is raising hopes that a wave of new deals will herald a return of investor demand and re-energise the…
The bank capital burden
Keenly awaited Basel II trading book rules were due to be decided upon as Risk went to press. Market participants worry the measures could retard the development of risk models and even kill off whole business lines Mark Pengelly reports
