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Scrutiny of regulatory proposals by those without securitization expertise is a feature, not a bug
Tom Hall goes through a sterling week of deals for European ABS, while Thomas Hopkins dissects the dangers that a rise in LMEs would pose for European CLOs
Proposed 10% limit on interest would strip out most of securitizations' excess spread
Implementation necessary after wide-ranging changes last year
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Regulators are risking fragmenting the global derivatives market by inconsistently applying G20 reforms, according to a new report from the World Federation of Exchanges and Oliver Wyman. -
Sara George, who has been involved in some of the most eye-catching financial court cases over recent years, has joined Sidley Austin as a partner in its securities and derivatives enforcement and regulatory practice.
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The final text of the covered bond directive strikes a balance that provides the flexibility to introduce new assets while defending the product’s credit quality and avoiding potential market disruption.
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There is comparatively less systemic risk in leveraged loan CLOs than in the subprime crisis-era sector, representatives from both the Loan Market Association (LMA) and the Loan Syndications and Trading Association (LSTA) agreed while speaking at an IMN conference panel on Tuesday. Credit risks for the sector remain, however.
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The European Commission and the Monetary Authority of Singapore have agreed to mutually recognise their respective trading venues for derivatives.
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The European Parliament on Monday decided to postpone a vote on a directive that would set up a secondary market for non-performing loans (NPLs) until next week. The delay increases the pressure on MEPs to reach an agreement before before the current Parliament’s mandate ends on April 18.
