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ECB purchases to support periphery
ECB president Mario Draghi's Jackson Hole address enlivened the QE debate again last week. Confirmat...
News 28 August 2014 -
Reg AB, NRSRO rules finalised
The US SEC yesterday unanimously adopted final rules under Regulation AB 2 that substantially revise...
News 28 August 2014 -
Staples exposure 'fairly limited'
Staples confirmed in its 2Q14 earnings results that it expects to close approximately 140 stores in...
News Round-up 27 August 2014 -
Reg AB 2 concerns highlighted
Lewtan has published the results of a survey of securitisation professionals that aims to understand...
News Round-up 27 August 2014 -
Minimal impact from Napa earthquake
Barclays Capital CMBS analysts estimate that US$620m of US CMBS loan allocated balance is located ar...
News Round-up 26 August 2014 -
BWIC 'interface' launched
DealVector has launched a central repository for daily BWIC information, which aims to improve liqui...
News Round-up 22 August 2014 -
Auto ABS widening underlined
US ABS bid-list supply rose to around US$95m yesterday, with a block of auto floorplan bonds making...
Market Reports 21 August 2014 -
Call likelihood gauged
US RMBS clean-up call activity picked up in 2Q14, with 10 deals called during the period versus six...
News 20 August 2014 -
Call for Fed MBS exclusion
The US fixed income indices commonly used by money managers exclude Fed Treasury holdings when calcu...
News 20 August 2014 -
Bond insurance value recognised
Bond insurance can have significant value, even when the bond insurer is rated the same or lower tha...
News Round-up 20 August 2014 -
Credit funds hit by redemptions
Hedge fund assets declined by 0.49% in July, according to eVestment, with performance accounting for...
News Round-up 20 August 2014 -
Risk-transfer trigger test breached
CAS 2014-C01 subordinate bonds are expected to be locked out from unscheduled principal for the Augu...
News Round-up 19 August 2014 -
Servicer advances 'attractive' despite headline risk
Ocwen and HLSS last week announced that they will restate their financial statements for 2013 and 1Q...
News 19 August 2014 -
Valuations handbook released
Voltaire Advisors has published its 2014 Valuation Risk Handbook, which aims to provide a true 'stat...
News Round-up 18 August 2014 -
Trups CDO cures continue
The number of US bank Trups CDO combined defaults and deferrals decreased to 22.7% at end-July, comp...
News Round-up 18 August 2014 -
CMBS 2.0 loan prepays
The US$19.5m Acropolis Gardens Realty Corp loan, securitised in WFRBS 2013-C15, has paid off with a...
News Round-up 18 August 2014