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Counterparty Credit Risk, Collateral and Funding:

Counterparty Credit Risk, Collateral and Funding:

Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes. Damiano Brigo, Massimo Morini, Andrea Pallavicini

Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes


Counterparty.Credit.Risk.Collateral.and.Funding.With.Pricing.Cases.For.All.Asset.Classes.pdf
ISBN: 9780470748466 | 464 pages | 12 Mb


Download Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes



Counterparty Credit Risk, Collateral and Funding: With Pricing Cases For All Asset Classes Damiano Brigo, Massimo Morini, Andrea Pallavicini
Publisher: Wiley



As the Geopolitical, Economic, and Financial Risks Mount, so too do the Risks of Major Counter-Party Failure. A borrower, in all cases, is not permitted to collateralize a TALF loan with ABS that was securitized by the borrower or by an affiliate of the borrower. The increasing risk Optimization, Limited, Automated across all asset types In the case of triparty collateral management, the process is outsourced to a neutral agent to perform with a view to manage Reduce Operational, Settlement, Market and Liquidity risks. Mar 18, 2009 - Investment Funds Risk Assessment. Oct 10, 2007 - Since the month of August, economists have been trying to understand why something that was supposed to be positive for global growth, namely the diversification of risk through securitization, had turned out to be the source of the recent crisis. Sep 15, 2013 - Identifying Major Risks to Ostensibly Safe Assets is the First Essential step to Effective Self-Reliance Investing. Jul 30, 2012 - Moving to a more comprehensive view of risk could allow banks to better assess the risks involved in transactions and the potential capital charges, as well as the potential rates of return in the new global regulatory regime. Eligible Receivables for Non-Mortgage-Backed ABS. The asset is housing, it is very difficult to adopt anti-moral hazard policies when asset prices are spiraling downwards - and even more if the poorer classes of the population are affected, as it is the case with the subprime problem in the US. Jan 8, 2014 - Rule 15c3-1 prescribes a net liquid assets test that is designed to require a broker-dealer to maintain sufficient liquid assets to meet all obligations to customers and counterparties and have adequate additional resources to wind-down spreads; (2) securities-related research; (3) internal or external credit risk assessments; (4) default statistics; (5) inclusion in an index; (6) priorities and enhancements; (7) price, yield and/or volume; and (8) asset class-specific factors. Feb 24, 2012 - Collateralization of assets gives lenders a sufficient level of reassurance against default risk, which allows loans to be issued to individuals / companies and corporate with less than optimal credit history and / or debt rating. Issuer Certifications, Auditor Assurances and SBA Documentation for ABS Other Than Legacy CMBS Haircuts and Rates Collateral Monitors and Other Agents ..

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