Credit - Volume 9 / Issue 1
Articles in this issue
Offering solutions
Mortgage software company Sopra Group aims to support the industry's pan-European expansion, as Tammo van Leeuwen, head of product management at subsidiary BAI, tells Dippy Singh
Perfectly balanced
Denmark
Mixed reaction to central bank liquidity push
Central banks acting in concert eased liquidity troubles at the end of 2007 but a more fundamental improvement in money markets will be harder to achieve, say analysts
Protecting commercial real estate portfolios
Commercial property
European buyside survey provides encouragement
A poll of investors in European asset-backed securities suggests demand will be reduced but not extinguished for the year ahead
Forget moral hazard
Interview
Market making put to the test
Covered Bonds
Storms brewing
Litigation
Industry sets template for loan modifications
A framework sponsored by the US administration to soften the impact of subprime resets provides comfort for servicers and clarity for investors
Plan for the worst, says regulator
The UK Financial Services Authority has warned lenders to prepare in case the funding markets stay shut
Calibration of CDO tranches with the dynamical GPL model
Consistent calibration of a credit index and its tranches across maturities with a single arbitrage-free model is a difficult problem. Here, Damiano Brigo, Andrea Pallavicini and Roberto Torresetti show that a simple loss dynamics based on the…
The year ahead
From widespread house price falls and increases in foreclosures, to funding innovations and alterations in regulation, 2008 will be a year of unprecedented change and adjustment for mortgage banks. Mortgage Risk, together with a select panel of leading…