After nearly a yearlong vacancy, the White House has finally tapped a new comptroller.

GSO Capital Partners, a credit investment arm of Blackstone Group, is in the market with a $633 million CLO.

Lombard Risk Management, which offers integrated collateral management, liquidity and regulatory reporting solutions, launched its COREP/Basel III solution using the new Web-based version of its regulatory compliance software suite.

Greece events remained a dominant influence on the markets this week, although it turned out to be the reverse of last week.

CoreLogic’s April shadow inventory report revealed positive signs for a possible recovery in the housing industry.

A New York appeals court ruled that bond insurer MBIA Insurance Corp. can proceed with fraud claims against Countrywide Home Loans when the court Thursday denied Countrywide's motion to dismiss the case.

Fitch Ratings expects the Bank of America Corp. (BAC) settlement of mortgage repurchase and servicing claims will positively affect the ratings of roughly 10% of Fitch-rated U.S. RMBS bonds in the affected legacy Countrywide trusts.

Until the financial crisis brought CLO issuance to a virtual halt, CLOs were among the largest and fastest growing structured products in the marketplace, representing approximately 60% of institutional participation in syndicated loans in 2006. While the long-term impact of the Dodd-Frankrisk retention rules on CLOs remains uncertain, the short-term outlook for new CLO issuance is promising. As spreads on the triple-A rated tranches of CLOs have continued to tighten, the arbitrage on CLO collateral has become increasingly attractive in recent months. For the first time since the onset of the financial crisis, CLOs are showing signs of a sustained revival.

The U.S. Congress and U.S. regulatory agencies have imposed or proposed broad-based and aggressive laws and rulemaking in response to the failure of securitizations directly or indirectly backed by U.S. subprime residential mortgage loans originated in the several years prior to the onset of the financial crisis in 2007. Notwithstanding this aggressive response, there is no empirical evidence that transactions backed by other types of assets, including asset-backed securities (ABS) of foreign issuers, have been prone to such failures or merit coverage in the same regulatory scheme as applies to securitizations backed by subprime residential mortgage loans.

As 2011 dawned, the mortgage market was looking at the end of the Federal Reserve's second round of quantitative easing on June 30. There were also the prospects of rates creeping higher and spreads widening,

Two Harbors Investment Corp. plans to offer its first issue of private-label RMBS late this year, joining a growing number of REITs that are prepping for a reduction - likely a gradual one over the years - in government-guaranteed mortgages.

From Brussels to D.C., the season of powwows is here, and ASR's editors have certainly been getting around.