Sentences with phrase «collateral on a downgrade»
Derivative agreements that require more collateral on a downgrade?
http://alephblog.com/ Not exact matches
In the second auction, the Desk will auction Treasury collateral for loan against a pledge of AAA / Aaa - rated private - label residential MBS not on review for downgrade, as well as collateral currently eligible for Desk repurchase transactions.
The combination of volatility in each of these markets and the increased collateral demands required in holding company downgrade scenarios will put a severe strain on holding company liquidity.
Approximately two - thirds of the mark - to - market loss in 2007 on the insured credit derivatives portfolio resulted from wider spreads for commercial mortgage - backed securities and residential mortgage - backed securities collateral and the remaining one - third was primarily due to ratings downgrades of the collateral comprising insured credit derivatives for multi-sector CDO structures.