Search results
8 results found Showing page 1 of 1
Refine Search
Article Categories
Strategy Tags
- Emerging markets (1)
- High yield bonds (1)
- Investment grade credit (1)
- CLO (remove)
- Credit derivatives (3)
- Leveraged loans (2)
Geography Tags
-
Securities regulators call for improvement in practices in CLO market
6 months ago
IOSCO, an international policy forum for securities regulators, has called for improvement in practices in both the leveraged loan and CLO markets. -
"China can act how it wants and when it wants in curbing the ambitions of tech firms… but sell offs tend to be opportunities for new buyer
2 years ago
China's latest moves to rein in private enterprise with new rules for education providers have certainly intensified the regulation risk landscape - but Welshcake asks whether this forthrightness could be instructive -
Japanese investors must confirm assets are appropriate... CLO managers can provide assurances
4 years ago
The stipulation that Japanese banks invest in appropriately formed assets is unlikely to hurt the CLO industry -
Japan regulation affords CLOs breathing room
4 years ago
Japan’s regulators have avoided disruption of the global CLO market by softening the impact of their risk retention rules that came into effect in March -
Japanese regulator makes CLOs exempt from risk retention - if loans are appropriately originated
5 years ago
The Japan Financial Services Agency (FSA) has said that CLOs can sit outside the remits of its securitisation regulation, if investors in the country can provide ‘in-depth analysis’ showing the underlying assets were appropriately originated -
US dollar three-month is focus point for benchmarks, finds Ice Libor survey
5 years ago
One-, three- and six-month US dollar and sterling are the focus points for Ice Benchmark Administration to seek agreement with banks, according to the results of IBA’s survey on uses of Libor -
CLO market holds breath as Japan risk retention looms
5 years ago
Risk retention compliant US CLOs could make a comeback after the Japan Financial Services Authority (JFSA) unveiled its proposed new risk retention framework, which could tie the hands of the world’s biggest buyers of US CLOs -
Market favours retrospective over forward-looking approach to Ibor benchmark fallbacks, says Isda
5 years ago
New benchmark fallbacks for derivatives contracts that reference interbank offered rates are likely to be based on the “compounded setting in arrears rate” and the “historical mean/median approach to the spread adjustment”, the International Swaps and Derivatives Association has said
8 results found Showing page 1 of 1
Want all the latest news, comment, analysis and data?