Top Stories
Credit enhancement to support NC RMBS
25 July 2014
The UK non-conforming RMBS sector has benefitted greatly from the low interest rate environment. The timing, frequency and magnitude of rate rises will be the next key driver of future performance, according to European securitisation analysts at Barclays Capital. To assess the impact of such rate rises and other economic variables, the Barcap an...
© Fin Fahey
Read more » RMBS
Non-core sales bring CMBS boost
24 July 2014
The recapitalisation of European CRE lenders through non-performing or non-core CRE loan sales should provide a supply of new opportunities. This, in turn, could potentially fuel increased European CMBS issuance. CRE loan and REO sales for the first half of the year totalled €40.9bn, compared to €30.3bn for the entirety of 201...
© Frisko
Read more » CMBS
Mixed bag out for busy CMBS session
23 July 2014
US CMBS BWIC volume totalled around US$650m yesterday as a mixed bag of securities from various vintages were put out for the bid. SCI's PriceABS data captured a range of price talk and covers. PriceABS picked up 29 unique US CMBS tranches from yesterday's bid-lists, including the BAYC 2006-4A A2 tranche. That tranche was talked at 83, after it h...
© Sterilgutassistentin
Read more » CMBS
Loan TRS 'welcome' addition
23 July 2014
Total return swaps (TRS) on investment grade and high yield credit indices in Europe and the US have seen moderate success over the past two years. However, the recent extension of Markit's suite of TRS to include leveraged loans is expected to garner more attention - both in terms of addressing loan market hedging demand and helping CLO...
© alegri - 4freephotos.com
Read more » CLOsLatest News
-
FOX spreads widen on Time offer
Significant widening in Twenty-First Century Fox Inc's five-year credit default...
25 July 2014
-
Misrepresentation charge settled
The US SEC has charged three Morgan Stanley entities with misleading investors i...
25 July 2014
-
Napier Park completes Citi redemption
Napier Park Global Capital has returned to Citigroup the last of the capital tha...
25 July 2014
-
Trups CDO index improves on cures
The number of combined US bank Trups CDO defaults and deferrals decreased to 23....
25 July 2014
-
RFC issued on CDQ, DP approach
Moody's is seeking feedback on its proposed approach to assessing portfolios bac...
25 July 2014
-
MAT impact examined
ISDA has published an updated analysis of how made-available-to-trade (MAT) dete...
25 July 2014
-
Call for cardinal credit scale
A single, numerical public credit scale should serve as a yardstick of the quali...
25 July 2014
-
Hertz waiver welcomed
Hertz has received a waiver from ABS bondholders in connection with its potentia...
25 July 2014
-
Foreign obligor performance analysed
A divergence in performance of Spanish RMBS loans between foreign borrowers and...
24 July 2014
-
Replacement CDO manager named
Dock Street Capital Management has been selected as the replacement collateral m...
24 July 2014
-
Lebanese receivables ABS launched
Bemo Securitisation and FFA Private Bank have closed SS-FUND 3 SIF, a Lebanese r...
24 July 2014
-
Asset manager appoints ceo
The Prytania Group has appointed Jim Irvine as ceo, effective from September. He...
24 July 2014
More News by Sector
-
ABS
-
Tobacco ABS under pressure?
The merger between Reynolds American and Lorillard...
23 July 2014
-
Subprime auto caution 'warranted'
Credit metrics in recently issued 2013 and year-to...
23 July 2014
-
Seasonal blip for card charge-offs
US credit card ABS quarterly charge-offs rose for...
23 July 2014
-
-
CMBS
-
Defeasance on the rise
US CMBS loan defeasance volume has increased signi...
24 July 2014
-
Ratings probe initiated
McGraw Hill Financial has filed a Form 8-K with th...
24 July 2014
-
Cumulative defaults remain flat
Fitch's quarterly US fixed-rate CMBS cumulative de...
21 July 2014
-
-
CDO
-
Trups CDO sale due
Bank of New York Mellon, as trustee for the Prefer...
22 July 2014
-
ABS CDO on the block
An auction has been scheduled for Birch Real Estat...
16 July 2014
-
RFC issued on muni CDOs
Moody's is seeking comments from market participan...
16 July 2014
-
-
CDS
-
Banking sector wider on BES concerns
Five-year CDS on the European banking sector have...
23 July 2014
-
ISDA names new ceo
ISDA's board of directors has appointed Scott O'Ma...
23 July 2014
-
LCDS auction scheduled
The auction to settle the credit derivative trades...
21 July 2014
-
-
CLO
-
HARBM 3 hit by lack of credit support
The Harbourmaster CLO 3 class B tranche last week...
23 July 2014
-
Second-lien loans gain favour
US CLO managers are divesting bonds in their portf...
22 July 2014
-
Warehousing facilities weighed
The entrance of new and varied types of equity inv...
22 July 2014
-
-
RMBS
-
Spanish NPL risks examined
Appetite for transactions backed by restructured o...
24 July 2014
-
Spanish REO sale 'credit positive'
InterMoney has opened a competitive portfolio sale...
23 July 2014
-
IO loan exposure decreasing in NC RMBS
The exposure of UK non-conforming RMBS to interest...
23 July 2014
-
-
Risk Management
-
Pre-trade risk pro added
GreySpark Partners has appointed Stephane Lannoy a...
23 July 2014
-
Bank teams with clearing houses
Deutsche Bank has formed partnerships with Clearst...
22 July 2014
-
MAR consultation underway
ESMA has launched a consultation on the new Market...
15 July 2014
-
-
Regulation
-
MMF rules adopted
The US SEC has adopted final amendments to Rule 2a...
24 July 2014
-
Volckerised Euro CLO structured
3i Debt Management last month priced Harvest CLO I...
22 July 2014
-
MAR consultation underway
ESMA has launched a consultation on the new Market...
15 July 2014
-
Copyright © structuredcreditinvestor.com 2007-2013. Please read our Terms and Conditions, Privacy Policy before using the site.