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  • NAIC scenario update discussed

    The NAIC is proposing to update its macroeconomic assumptions that it will use when valuing non-agen...

    News Round-up    24 September 2013
  • CMBS auctions scheduled

    US$480m of US CMBS assets are slated for sale on Auction.com next month. The assets include two prop...

    News Round-up    24 September 2013
  • Reporting required for card ABS

    The ECB is to introduce loan-level reporting requirements for credit card ABS, when these are used a...

    News Round-up    23 September 2013
  • SCI Start the Week - 23 September

    A look at the major activity in structured finance over the past seven days

    PipelineFive ABS were added to the pipeline last week, all of which were auto deals. Two RMBS, one C...

    News    23 September 2013
  • Euro CMBS reacts to taper delay

    The Fed's decision not to taper (SCI passim) - and the subsequent boost to risk assets &am...

    Market Reports    20 September 2013
  • Waiting for tapering

    The Fed's meeting this week was widely expected to herald the dawn of tapering, but rising interest...

    News Round-up    19 September 2013
  • Co-op redemption concerns emerge

    The fortunes of the Co-operative Bank's outstanding Leek and Silk Road deals are more closely tied t...

    News    18 September 2013
  • Model integration issues persist

    Principia Partners has released the findings of a survey focusing on ABS, MBS and CDO investors' use...

    News Round-up    18 September 2013
  • Week starts with WBS flurry

    A number of UK whole business securitisation bonds were out for the bid yesterday. Some noteworthy c...

    Market Reports    17 September 2013
  • Fixed-, floating-rate income compared

    US fixed-rate ABS should provide significantly more income than floating-rate bonds, unless the Fed...

    News Round-up    17 September 2013
  • ABS CDO on the block

    An auction is slated for RFC CDO I on 30 September. The collateral will only be sold if the proceeds...

    News Round-up    17 September 2013
  • Delivering unification?

    Common TBA proposal could ease GSE transition

    The concept of a unified conventional TBA deliverable for the GSEs has gained traction recently. Suc...

    News Analysis    13 September 2013
  • Back to business for Euro CLOs

    Secondary markets surged yesterday and the European CLO sector was no exception. Activity is picking...

    Market Reports    13 September 2013
  • Mix of paper in busy ABS session

    A US$110m bid-list of dealer floorplan bonds boosted auto ABS secondary supply yesterday. Credit car...

    Market Reports    12 September 2013
  • FFELP SLABS value touted

    FFELP student loan ABS spreads have generally lagged the tightening witnessed in other US consumer A...

    News Round-up    12 September 2013
  • Richmond continues with MRP plan

    Richmond, California city council yesterday voted 4-3 to continue exploring Mortgage Resolution Part...

    News Round-up    12 September 2013