Risk Management

Risk management refers to the management and monitoring of structured credit and ABS portfolios. The discipline involves utilising strong operational processes, trading and technology skills, combined with expertise in the pricing and valuation of assets.

  • Rare RMBS with a twist

    Sector developments and company hires

    A rarely seen public Swedish RMBS is in the market with an unusual structural twist – Hypo...

    Market moves    23 November 2021
  • Upgrades anticipated after CMBS updates

    Sector developments and company hires

    Moody’s has updated three commercial real estate sector methodologies, following requests...

    Market moves    22 November 2021
  • Risk mitigation

    Euro CLO wraps gaining traction

    Assured Guaranty (Europe) SA this week closed a financial guarantee for a further European CLO, foll...

    News Analysis    12 November 2021
  • Hedges eyed

    CPMs target post-pandemic concentration risks

    The International Association of Credit Portfolio Managers (IACPM) has completed its 2021 Principles...

    News    12 November 2021
  • Servicers facing 'unprecedented' turnover

    Sector developments and company hires

    Servicers facing ‘unprecedented’ turnover US commercial mortgage servicers are...

    Market moves    4 November 2021
  • Matryoshka doll?

    Use of proceeds proving contentious for ESG securitisations

    The EU taxonomy regulation and Sustainable Finance Disclosure Regulation (SFDR) are posing challenge...

    News Analysis    1 November 2021
  • Synthetic Libor settings confirmed

    Sector developments and company hires

    Synthetic Libor settings confirmed The UK FCA has confirmed that to avoid disruption to legacy cont...

    Market moves    29 September 2021
  • CRT love

    FHFA promotes CRT usage and tempts Fannie back into the mix

    The Federal Housing Finance Agency (FHFA) hopes to both lure Fannie Mae back to the CRT market and i...

    News Analysis    17 September 2021
  • Simulation analysis

    Covid-19 boosts capital ratios

    UK and EU bank capital ratios have increased over the past year, despite the effect of the pandemic...

    News    13 August 2021
  • Debt servicing spin-off inked

    Sector developments and company hires

    Debt servicing spin-off inked Credito Fondiario Banking Group has demerged its debt purchasing an...

    Market moves    6 August 2021
  • Risk assessment platform bolstered

    Sector developments and company hires

    Risk assessment platform bolstered Moody's is set to acquire climate and natural disaster...

    Market moves    5 August 2021
  • Are direct lending strategies fit for purpose?

    Contributed thought leadership by Ocorian

    Ocorian's Global Head of Capital Markets Alan Booth draws on the firm’s g...

    Talking Point    26 July 2021
  • Credit engagement

    Raj Shourie, from Lockton's political and credit risks division, discusses how he will lead the firm...

    Q: Your role means that you will be responsible for leading the engagement with financial institutio...

    Provider Profile    22 July 2021
  • Pandemic hedges

    CRT solutions for pandemic events mulled

    Munich Re’s Epidemic Risk Solutions (ERS) unit is targeting credit risk transfer solutions...

    News    4 June 2021
  • Climate concerns

    KBRA md Peter Giacone and Nephila Climate structured finance director Ariane West discuss the nexus ...

    PG: How does the insurance industry fit into the ESG discussion and where do you see touch points wi...

    Talking Point    22 April 2021
  • Bottoming out

    EU NPL ratios improve

    Despite the significant decline in economic activity since the coronavirus outbreak, European banks...

    News    22 April 2021
  • RWA boost

    ECB reveals TRIM findings

    The ECB has published the findings from its targeted review of internal models (TRIM). The exercise...

    News Analysis    20 April 2021
  • Corporate failures

    Default study sheds light on governance

    Governance failures have been shown to be a contributing factor in a large percentage of corporate d...

    News    25 March 2021
  • Performance indicators

    Footfall data, CMBS spread correlation highlighted

    Advan Research Corporation plans to create more sophisticated applications, such as bond calculators...

    News    16 March 2021
  • Morgan mulled

    Latest JP Morgan CRT trade cited as fresh evidence of US take-off

    The new JP Morgan Chase capital relief trade, for which Moody’s released the pre-sale repo...

    News Analysis    24 February 2021
  • Private role?

    Benefits of tokenisation weighed

    As investment trends shift more towards private financings, tokenisation could play an important rol...

    News Analysis    19 February 2021