Finance

Large and regional banks are taking different approaches to buybacks in light of the proposed new capital rules. Some plan to buy back stock at moderate levels this year, while others say they will to remain on the sidelines until there is more clarity about the reforms.

The percentage of obligors in the pool with no credit history amounts to about 81.5%, and that is actually higher than prior transactions from the TAST program.

The VPFS trust offers two AAA-rated, class A tranches to investors, which have legal final maturity dates of May 1, 2029 and May 1, 2033.

Only loans that have made at least one payment were included in the collateral pool. At a weighted average (WA) 574, the pool's FICO score is slightly lower than that of recent pools.

Early pricing talk for the notes ranges from 26-28 basis points over the three-month interpolated yield curve on the A1 notes, putting it at par.

Her deep industry roots and risk-based approach running a $22 billion business informed her lending and inaugural securitization issuance.

The Treasury Department is expected on Wednesday to follow through on its November guidance of a third round of increases in its so-called quarterly refunding auctions of notes and bonds.

The portfolio of new auto leases will support notes with an expected base case loss proxy of 1.0%.

The transaction, secured by non-prime consumer loans, has a three-year revolving period with initial credit enhancement of 41.15% on the class A notes.

Cullen/Frost in Texas, BankUnited in Florida and Bank OZK in Arkansas are among the banks that have, at least for now, allayed investors' fears about their exposure to the CRE sector.