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Repo eligibility tightening?

The ECB last month published new guidelines on the implementation of the Eurosystem monetary policy,...

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  • 1 Repo eligibility tightening?

    The ECB last month published new guidelines on the implementation of the Eurosystem monetary policy, effective from 1 May. Se...

  • 2 SCI Start the Week - 2 March

    A look at the major activity in structured finance over the past seven days
    Pipeline Many of last week's pipeline additions priced briskly, leaving only a short list of new ad...

  • 3 CMBS 2.0/3.0 watchlistings eyed

    February US CMBS remittance data indicates a significant up-tick in the number of post-crisis loans that were watchlisted by...

  • 4 Game changer

    Resolution regulation to transform covered bond approach?
    Scope Ratings has dubbed the implementation of the European Resolution and Recovery Directive and si...


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Latest News

SCI Database Tools

PriceABS Market Colour Last updated: 3 March 2015

Daily prices from US and European secondary market trades:

  • ABFC 2002-OPT1 M4 / 3,500,000 / CVR / RMBS
  • ABSHE 2005-HE6 M8 / 2,000,000 / CVR / RMBS
  • AIMCO 2014-AA D / 1,909,000 / TALK / CLO
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ABS/CDO Database Last updated: 27 February 2015

Deals added last week Include:

  • SMART ABS Series 2014-3PP Trust / Auto lease ABS
  • Bosphorus CLO I / CLO
  • COMM 2015-DC1 / CMBS

Deal Pipeline Last updated: 4 March 2015

Recent additions include:

  • Dryrock Issuance Trust Series 2015-1 / ABS
  • CSAIL 2015-C1 / $1.2bn / CMBS
  • Merna Re Series 2015-1 / $300m / ILS
  • National RMBS Trust 2015-1A$750m / RMBS

CMBS Loan Events Last updated: 27 February 2015

Details of events since March 2011 impacting loans securitised in CMBS:

  • EQTY 2014-INNS / Equity Inns Portfolio
  • TITN 2006-5
  • TITN 2007-CT1 / Star

CDO Manager Transfer Database Last updated: 9 February 2015

Discover where a manager of a CDO has changed, the deal name and original manager:


Top five CDS wideners and tighteners each day.


Full name Rank code

Change (bp)


Top 5 tighteners day-on-day
MBIA, Inc. SEN -26.39 518.46
Petroleo Brasileiro SA - PETROBRAS SEN -27.73 546.99
Russian Agricultural Bank SEN -40.91 755.67
Sberbank SEN -25.00 617.53
Vnesheconombank SEN -24.66 796.10
Top 5 wideners day-on-day
AK Steel Corporation SEN 27.56 882.07
Noble Group Ltd SEN 69.26 444.35
Peabody Energy Corporation SEN 14.66 831.42
Sharp Corporation SEN 227.18 878.64
United States Steel Corporation SEN 14.64 502.34

Source: Fitch Solutions

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Latest jobs

Job Swaps Last updated: 22 February 2015

First Name Last Name Company Moved To Type New Role
Ted Nasca Greystone Bank Managing Director
Alex Campbell Standard Life Investments Investment Management Investment Director, Infrastructure Debt
Marianne Froude Standard Life Investments Investment Management Investment Analyst, Infrastructure Debt
Kevin Huang Huang & Associates Analytics (HAA) ILS Valuations Chief Executive Officer
Bashar Al Natoor Fitch Ratings Agency Global Head of Islamic Finance
Marc De Moor Venn Partners Credit Asset Management Head of Residential Mortgage Origination Platform
Elliot Hinds Crowell & Moring Law Firm Partner, Energy & Corporate
Spencer Potts CIFC Asset Management Head of Business Development
Gianluca Bacchiocchi Clifford Chance Law Firm Partner, Banking & Finance Practice, Americas