• Peters and Pirotte comment of SRT of CRD (2008) unfortunately I do not get their point and the rule they propose.
  
• finmarkets site on various things with French wording titrisation
  
• Finmarkets dérivés de crédit
  
• CDOs
  
• Memoire 2006 sur la titrisation- definition de pass-through, pay-through et enfin CMOs
  
  
  • La titrisation classique. Elle ( Read more... )

Let's see what is said there..
Structured finance

Link to the report
Report <\a>

• CreditMetrics® and Constant Level of Risk C. Finger
  
• Gary's excellent paper A Multiple Period Gaussian Jump to Default Risk Model
  

How panic gripped the world’s biggest banks ( Read more... )

Genesis of the debt disaster ( Read more... )

24 June - Proposed changes to the Basel II Accord’s trading book regime, due in early July, will make correlation trading uneconomical unless a compromise can be found, say dealers ( Read more... )

February 11, 2008 ( Read more... )

• 2005 NEW YORK - Doers and doings in business, entertainment and technology ( Read more... )

"A word on super senior swaps ( Read more... )

READ THIS ON SOME BLOG"I read through a lot of Subprime/Alt-A (and even CLO ones which are kind of related to corporate borrowing) pitching books published around the golden year of the credit bubble. No one (apart from rating agencies) remotely trying to sell these toxic assets as a correlation product. Ask any typical ABS people who made those ( Read more... )