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This Learning Curve follows on from last week's discussion of the SIV and CDO market. -
August 2007 could go down as one of the most challenging environments for the collateralized debt obligation market.
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Since the emergence of Japanese real estate investment trusts in 2001, their number has increased, and the balance of loans to, and bonds issued by REITs held by banks and investors has also grown.
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In the latest twist in the Bear Stearns hedge fund drama, the collapsed funds have initiated provisional liquidation proceedings in the Cayman Islands followed by Chapter 15 ancillary filings in New York.
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As the structured finance environment evolves throughout Latin America, it is necessary to understand the regulations that govern those transactions.
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Mortgage brokers play a pivotal role in the subprime lending process, originating nearly three-quarters of all subprime loans and nearly 70% of Alt-A mortgage loans.
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As the rain pours down on the City, the markets have caught a summer cold.
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The much-publicized problems in subprime mortgages are threatening to put a serious drag on the entire economy.
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Over recent years, hedge funds have widened the spectrum of their activities from hedging and trading on the derivatives and currency markets to building huge positions in credit markets by selling protection on credit derivatives, providing equity to the collateralized debt obligation market and investing in mezzanine tranches of subprime residential mortgage-backed securities.
