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Some evidence of green price advantage in secondary market, but not primary
Allowing machines to process loan information on a single standard would increase resilience, streamline workflows and support AI
New changes will allow for 'more intuitive' analysis and increase maximum covered bond rating uplift
Bank has done five deals, hopes for rapid growth
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The US regulatory framework offers little insight into the riskiness of hedge fund option portfolios, claimed treasury researchers this week, even as the industry reels from its worst year since 2009. -
The Basel Committee has proposed scrapping internal models for large corporate and bank exposures – which could push big borrowers away from the loan market and into bonds. But the Committee kept quiet about its plans for a crucial ratio which will limit the total benefit banks get from internal models.
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Bursa Malaysia has announced a handful of changes to its listing requirements as it tries to improve disclosure standards and corporate governance practices on its stock markets.
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A key area of derivatives focus in the planned merger between data firms Markit and IHS will be opening up Markit's credit default swap analysis to IHS corporate clients, according to sources with knowledge of the matter.
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Index provider Markit has teamed up with commercial mortgage backed securities data and pricing specialist Trepp to launch total return swaps (TRS) on a cash CMBS index. The initiative targets several gaps in the market, by boosting returns for CMBS investors, providing a hedging tool for originators and giving big corporate clients access to a market otherwise denied them by punitive US tax rules.
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First quarter bank results will likely be miserable, but an ECB-inspired bounce-back could save the day in the second quarter for banks most exposed to euro-denominated bond issuance, according to research from Deutsche Bank’s equity team.
