Longer publications

Home > The Great Library > Longer publications

Go back

Read

21/02/2024

EUROFI - Regulatory Update, February 2024

Read

04/10/2023

ECB: The European significant risk transfer securitisation market

Read

21/04/2023

CP Guidelines on the STS criteria for on-balance-sheet securitisation

Read

15/02/2023

AFME : Adjustments to the Securitisation Framework – CRR3

Read

12/12/2022

Joint Committee Advice on the review of the securitisation prudential framework - Insurance

Read

12/12/2022

Joint Committee Advice on the review of the securitisation prudential framework - Banking

Read

10/11/2022

Impact of the SA Output Floor on the European Securitisation Market

This research paper examines the impact on the European securitisation market of the introduction by regulators of the Standardised Approach (SA) […]

Read

30/09/2022

Securitisation:ghosts of crisis past

Read

04/08/2022

Comparing CB, ABS and Corporate Bond Liquidity

This study examines the relative liquidity of Asset Backed Securities (ABS), Covered Bonds (CBs) and Corporate Bonds (Corps). The measure […]

Read

18/07/2022

Synthetic securitisation as a key capital and risk management tool for the Greek banking sector

Key takeaways HFSF in collaboration with PCS published a bulletin focusing on the role Synthetic Securitisation can play in managing […]

Read

01/02/2022

EUROFI- EU securitisation relaunch: critical political decisions and timing

Read

01/09/2021

Securitisation: the indispensable reform

Read

01/09/2014

PCS Investor Guide (September 2014)

Read

01/09/2014

PCS Issuer guide (September 2014)

Read

09/06/2014

Empirical Study on High Quality Securitisation - William Perraudin, Risk Control Ltd (June 2014)