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Creating unified trading data feeds is proving much harder — and more controversial — than foreseen
Little green men could be closer than they appear
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
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The European Securities and Markets Authority recently fined a clutch of Nordic banks for breaking credit rating regulations. The decision could have implications for the Schuldschein market — where arranging banks issue similar ratings to investors. -
UK Prime Minister Theresa May may have rebuked her International trade secretary Liam Fox for his suggestion the chances of no-deal Brexit were now 60-40, but bookmakers Boyle Sports has exactly those odds for those who want to put any money on it. If that is the likely outcome now, what will it mean for the execution of bond deals?
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London's finance sector and new technology could expand insurance-linked securities (ILS) outside their traditional domain and package up different risks into tradeable products, according to a Deloitte consultant.
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Financial resources dedicated to protecting central counterparties from defaults are becoming increasingly concentrated at two CCPs, according to a report by global watchdogs released on Thursday.
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A research note by the Financial Conduct Authority (FCA) has concluded that the phase-in of initial margin requirements for non-cleared derivatives trades will largely fail to make the process “gradual” and easier to stomach for UK counterparties.
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On Monday, asset managers holding HSBC’s discount perpetual bonds (discos) again pressed the bank to clarify why it classified the securities as fully eligible regulatory capital. A recent Bank of England policy update has not persuaded HSBC to reverse its decision.
