The report concludes that CRT activity (defined as indicated in the context of credit derivative-related transactions) has been developing at a rapid rate characterised by significant product innovation, an increasing number of market participants, growth in overall transaction volumes, and...

The attached report responds to a request by the Financial Stability Forum (FSF) for the Joint Forum to undertake a review of credit risk transfer (CRT) activity. ... The report concludes that CRT activity (defined as indicated in the context of credit derivative-related transactions) has been...

The events of the last few years, particularly those in the global financial crisis that began in 2007, indicate that mortgage insurance (MI) is subject to significant stress in the worst tail events. This report examines the interaction of mortgage insurers with mortgage originators and...

The matrix below describes the CPSS-IOSCO quantitative disclosure standards for CCPs. Together with the CPSS-IOSCO Disclosure Framework, these constitute the disclosures expected of a CCP under Principle 23, Key Consideration 5, of the CPSS-IOSCO Principles for financial market infrastructures...