The Basel Committee published the consultative document, “Recognizing the Cost of Credit Protection Purchased” (BCBS245). The IACPM feels that the requirements proposed in the document would undermine any regulatory recognition …
IACPM Credit Outlook Survey Close to Neutral as Outlook for Credit Spreads Eases
Respondents Point to Plateau; Outlook for Corporate Credit Defaults Rises Modestly New York, NY – Respondents to the latest IACPM Credit Outlook Survey took a decidedly neutral approach to the …
IACPM Submits Comment Letter to Basel Committee
Last December the Basel Committee proposed a new capital framework for securitizations – Basel Committee’s consultative document, “Revisions to the Basel Securitization Framework” (BCBS236) – that could have a significant …
Sentiment Considerably Improved in Latest IACPM Credit Outlook Survey
Outlook for Credit Spreads Strongly Positive; Default Outlook Negative but Better New York, NY – Survey respondents in the IACPM Credit Outlook survey turned sharply positive in the latest reading, …
Stepping up to the Liquidity Challenge: The Changing Role of CPM
In 2011-2012 the IACPM, in collaboration with KPMG, undertook a comprehensive benchmarking survey on funding liquidity management and credit portfolio management. The goal of the survey was to assess the …
IACPM Credit Outlook Survey: Dealing with two Realities
Credit Default Forecast Rises in Latest IACPM Credit Outlook Survey While Credit Spread Outlook Falls to Virtually Neutral New York, NY – Respondents in the latest IACPM Credit Outlook Survey …
IACPM Submits Comment Letter to Basel Committee
On October 16, 2012 the IACPM submitted a comment letter to the Basel Committee on Banking Supervision on publication BCBS227 “Capital Requirements for Bank Exposures to Central Counterparties” to clarify the risk …
IACPM Submits Second Follow-Up Letter to SEC on Proposed Rule 127B
IACPM submits a second follow-up letter to the SEC, following a call on August 14 with SEC staff where the Supplemental Letter, dated June 28, 2012, and Comment Letter, dated February 6, …
IACPM Credit Outlook Survey Lower Globally
Short-term Outlook Sharply Lower; Longer term Outlook Also Down But Flatter New York, NY – Respondents to the IACPM Credit Outlook Survey turned sharply negative in the latest quarterly reading …
IACPM Submits Follow-Up Letter and Research Results to SEC on Proposed Rule 127B
The IACPM sent a follow-up to the Comment Letter to the SEC in response to SEC’s proposed rule 127B, dated February 6, 2012. This second letter is a reply to observations made and questions posed …