Structured Finance Perspectives
Fixed Income Research and Analysis
Structured finance industry research and insight into the practices and operational requirements of institutions investing in fixed income and structured finance.
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Trends in ABS, MBS & CDO Cashflow and Waterfall Models Structured Finance Perspectives (Download PDF) 100 structured finance investors responded to our latest survey about the use of collateral cashflow and liability waterfall models when managing ABS, MBS and CDO investments. |
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Trends in Loan Level & Collateral Performance Data Structured Finance Perspectives (Download PDF) 115 structured finance investors responded to our survey about the use of loan level data and collateral performance data in the analysis and surveillance of ABS, MBS and CDO investments. |
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Due Diligence Implementation Guide for ABS Investors Structured Finance Perspectives (Download PDF) This is a reference guide for the implementation of due diligence best practices, delivering a consolidated view of market guidance provided by the Basel Committee, the European Banking Authority and the American Securitization Forum. It identifies the practical aspects of portfolio management, risk oversight and operational control highlighted in the US Market Risk Capital Final Rule, EU CRD, Solvency II and the AIFMD. |
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Trends in ABS, MBS & CDO Market Pricing Structured Finance Perspectives (Download PDF) Over 100 structured finance investors responded to our latest survey about secondary pricing methods in the ABS industry. |
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Investor Due Diligence Comes into Focus Structured Finance Perspectives (Download PDF) Structured Finance Perspectives (Download PDF) Over 650 ABS market professionals took part in Principia’s ABS investor due diligence surveys. The results reflect increasing optimism and highlight best practices that must be adopted to address regulatory due diligence requirements set out in global capital requirement regulations. |
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