In this second column in a series of articles on structured credit valuations, R2 Financial Technologies ceo Dan Rosen discusses further the importance of understanding the meaning and use of a "price" and the importance of a model risk framework
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Issue 197 - August 18th
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In the first in a series of articles on structured credit valuations, R2 Financial Technologies ceo Dan Rosen discusses the challenges and complexities of pricing structured credit securities, and the perils of doing so inadequately
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Issue 192 - July 7th
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Risk retention no solution for ABS
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Issue 191 - June 30th
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Searching for transparency and liquidity
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Issue 189 - June 16th
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CMBS sees increasing mezzanine focus
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Issue 189 - June 16th
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Tania Fago, senior product manager at Quantifi, comments on how the ABS market could benefit from independent data description of waterfalls under the SEC's new disclosure proposals
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Issue 188 - June 9th
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Richard Bennett, EMEA president of Razor Risk Technologies, outlines the role of VaR in a holistic approach to risk management
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Issue 183 - May 5th
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Tales told, but little signified
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Issue 182 - April 28th
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Andrew South, senior director at S&P, notes that market volatility led to varying ratings behaviour in European structured finance last year
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Issue 176 - March 17th
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Regulation, RMBS dominate ASF discussions
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Issue 171 - February 10th
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Andrew Smith, founder and president, and Bruce Lohman, md at Houlihan Smith & Co, discuss the valuation challenges posed by the end of TALF
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Issue 169 - January 27th
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The time for government intervention in Euro ABS 'has passed'
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Issue 168 - January 20th
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Simon Collingridge, md, structured finance, at S&P explores the record of credit ratings in structured finance markets and some of the new measures the rating agency is adopting
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Issue 167 - January 13th
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