Limited investment opportunities in European securitizations mean investors face concentrations risks, that could drive them into other markets for relief, according to a Barclays report .

Collateralized loan obligation manager CVC Credit Partners has added four new professionals in the U.S. and Europe.

There’s a lot to like about Freddie Mac’s Structured Agency Credit Risk notes, which provide investors with exposure to the risk of defaults on conforming mortgages.

The U.S. market for collateralized loan obligations would shrink by 75% if proposed risk-retention rules are implemented, according to the Loan Syndication and Trading Association.

FINRA’s plan to disseminate pricing on after-market transactions in asset-backed securities through TRACE should transform the market.

An academic advocates a new approach to reform: breaking up the rating agency "oligopoly."

As refinancing volumes plummet, lenders are trying to extend the home financing boom by pitching adjustable-rate mortgages to borrowers, harkening back to the pre-crisis boom years.

Many banks in the auto lending business have been making investments that they hope will give them a more enduring edge; to the extent that bank are less likely to securitize these loans, this could impact securitization volume.

Two Ohio utility rate reduction bonds that priced this summer rekindle a debate as to the appropriate benchmark for these securities.

A longstanding leading issuer of munis, New York’s Metropolitan Transportation Authority (MTA) took an entirely new approach to the capital markets this past July: a catastrophe bond.

Proposed changes to GAAP could make it less attractive to lease large equipment, but more attractive to securitize leases.

Freddie Mac takes the first step in shifting mortgage default risk to the private sector.