kiffmeister.wordpress.com
Reports of the Death of Securitization are Greatly Exaggerated* « The Kiffmeister Chronicles
https://kiffmeister.wordpress.com/2015/02/09/reports-of-the-death-of-securitization-are-greatly-exaggerated
Updated U.S. and European Securitization Charts*. Updated U.S. and European Securitization Issuance Volume Charts* ». Reports of the Death of Securitization are Greatly Exaggerated*. Thanks to a boom in collateralized loan obligation (CLO) issuance and solid demand for asset-backed securities (ABS) backed by vehicle loans, U.S. securitization markets are doing just fine. The views expressed herein are those of the author and should not be attributed to the IMF, its Executive Board, or its management.
kiffmeister.wordpress.com
Some More Specifics of the Dodd-Frank Act Swap Push-Out Rule « The Kiffmeister Chronicles
https://kiffmeister.wordpress.com/2014/12/13/some-more-specifics-of-the-dodd-frank-act-swap-push-out-rule
Some Specifics of the Dodd-Frank Act Swap Push-Out Rule. Flaws in the Structured Credit Rating Models (When is AAA not AAA? Some More Specifics of the Dodd-Frank Act Swap Push-Out Rule. This is a follow-up to my earlier post. On the specifics of the Dodd-Frank Act (DFA) push-out rule. Basically I was trying to figure out what derivative transactions would be exempted from and snared by the rule, based on a nice Reuters Practical Law. Swaps or security-based swaps involving rates or reference assets that ...
kiffmeister.wordpress.com
kiffmeister « The Kiffmeister Chronicles
https://kiffmeister.wordpress.com/author/kiffmeister
John is a Senior Analyst at the International Monetary Fund. Updated U.S. and European Securitization Charts*. September 5, 2016 – 3:57 pm. Updated U.S. and European Securitization Charts*. March 31, 2016 – 8:16 pm. Do US pension plan sponsors exploit regulatory leeway to manage pension liabilities? January 27, 2016 – 8:53 pm. In Kisser, Kiff and Soto (2016) we show that underfunded U.S. private industry-sponsored defined benefit (DB) pension plans have tended to use regulatory leeway in order to...On Ap...
kiffmeister.wordpress.com
Updated U.S. and European Securitization Issuance Volume Charts* « The Kiffmeister Chronicles
https://kiffmeister.wordpress.com/2015/07/29/updated-u-s-and-european-securitization-issuance-volume-charts
Reports of the Death of Securitization are Greatly Exaggerated*. Japanese, Canadian and Australian Securitization Issuance Volume Charts* ». Updated U.S. and European Securitization Issuance Volume Charts*. Here are my latest securitization issuance charts for the United States and Europe updated to the first half of 2015. I still plan to add charts for Australia, Canada and Japan but life and work have been interfering with that effort! This entry was written by kiffmeister. July 29, 2015 at 8:01 pm.
kiffmeister.wordpress.com
Updated U.S. and European Securitization Charts* « The Kiffmeister Chronicles
https://kiffmeister.wordpress.com/2015/01/29/updated-u-s-and-european-securitization-charts
Longevity Risk Transfer Market Primer*. Reports of the Death of Securitization are Greatly Exaggerated* ». Updated U.S. and European Securitization Charts*. The views expressed herein are those of the author and should not be attributed to the IMF, its Executive Board, or its management. This entry was written by kiffmeister. January 29, 2015 at 6:34 pm. Follow any comments here with the RSS feed for this post. Or leave a trackback: Trackback URL. Longevity Risk Transfer Market Primer*. Very useful, John.
kiffmeister.wordpress.com
Japanese, Canadian and Australian Securitization Issuance Volume Charts* « The Kiffmeister Chronicles
https://kiffmeister.wordpress.com/2015/08/01/japanese-canadian-and-australian-securitization-issuance-volume-charts
Updated U.S. and European Securitization Issuance Volume Charts*. Benefits and Costs of OTC Derivatives Market Regulatory Reforms – Asian Perspectives* ». Japanese, Canadian and Australian Securitization Issuance Volume Charts*. Here are my latest securitization issuance charts for Japan, Canada and Australia to the end of 2015 (to the first half of 2015 for Australia). Like the European and U.S. charts I posted earlier. There is the peak in 2006-7 after which things haven’t been quite the same.
kiffmeister.wordpress.com
Some Specifics of the Dodd-Frank Act Swap Push-Out Rule « The Kiffmeister Chronicles
https://kiffmeister.wordpress.com/2014/12/12/some-specifics-of-the-dodd-frank-act-swap-push-out-rule
Over the Counter (OTC) Derivative Markets – How Big and How Cleared? Some More Specifics of the Dodd-Frank Act Swap Push-Out Rule ». Some Specifics of the Dodd-Frank Act Swap Push-Out Rule. There’s a lot of talk about what’s covered and what’s not in the Dodd-Frank Section 716 Push-Out rules. So just for the record, here’s an explanation from a 2011 piece from the Reuters “Practical Law” service. Swap dealers and major swap participants (MSPs) registered with the Commodity Futures Trading Commission.
kiffmeister.wordpress.com
Longevity Risk Transfer Market Primer* « The Kiffmeister Chronicles
https://kiffmeister.wordpress.com/2015/01/25/longevity-risk-transfer-market-primer
Flaws in the Structured Credit Rating Models (When is AAA not AAA? Updated U.S. and European Securitization Charts* ». Longevity Risk Transfer Market Primer*. My interest in longevity risk transfer markets goes back to a 2006 International Monetary Fund (IMF) working paper on the limits of risk transfer markets. An April 2012 IMF Global Financial Stability Report (GFSR) chapter on longevity risk transfer markets. And most recently a 2013 Joint Forum report on the topic. Major types of longevity transfer.
kiffmeister.wordpress.com
Flaws in the Structured Credit Rating Models (When is AAA not AAA?) « The Kiffmeister Chronicles
https://kiffmeister.wordpress.com/2014/12/15/flaws-in-the-structured-credit-rating-models-when-is-aaa-not-aaa
Some More Specifics of the Dodd-Frank Act Swap Push-Out Rule. Longevity Risk Transfer Market Primer* ». Flaws in the Structured Credit Rating Models (When is AAA not AAA? Credit rating agencies have played a key role in the origins of the current crisis. [1]. However, these one-dimensional metrics fall short for securitization and other portfolio-based fixed income products, because they do not appropriately account for correlation and diversification. In 2004, Ingo Fender and I wrote about securitiz...
pinkiguana2.wordpress.com
Market Structure « Pink Iguana
https://pinkiguana2.wordpress.com/market-structure
Curation for FinQuant Floating Point Programming. Raquo; Market Structure. CME Interest Rate Swaps. Leave a Reply Cancel reply. Enter your comment here. Fill in your details below or click an icon to log in:. Address never made public). You are commenting using your WordPress.com account. ( Log Out. You are commenting using your Twitter account. ( Log Out. You are commenting using your Facebook account. ( Log Out. You are commenting using your Google account. ( Log Out. Notify me of new comments via email.
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