The Palomar SC HF Index as at March 2008

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Issue 83 - April 9th
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Conference detailed
SCI's second annual London conference announced
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Issue 84 - April 16th
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PPP CLO launched CDS notional outstanding hits US$62.2trn Leveraged loan sales Basel 2 framework enhanced FSF reports Berkshire Hathaway Assurance rated European ABS CDOs downgraded SROC figures in for Europe and Asia Equity default obligations hit Caliber restructures, while QWIL launches buyback
A round up of this week's structured credit news
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Issue 84 - April 16th
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Tricadia preps CDPC Fitch downgrades MBIA OCC reports on bank losses Sigma downgraded CDO credit migration analysed CDO liquidations on the rise US ABCP programmes reduce CDO exposures CPPIs downgraded S&P calls for greater transparency in leveraged finance Markit responds to the CMSA Proposed EU regulation examined CIBC confirms participation in conduit plan IMF reports on sub-prime crisis
A round up of this week's structured credit news
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Issue 83 - April 9th
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Entering phase two
High yield set to be new focus for protection buyers
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Issue 82 - April 2nd
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Managers debut in Europe CDS processing goals set ... ... while T-Zero launches novations platform US SME CLO outlook stable IOSCO consults on rating agencies S&P action on European CDOs Income note investors accept Asscher exchange K2 affirmed FSF analyses financial system risks Fitch launches ABCDS pricing US Treasury to streamline regulators Asset-specific interest rate hedges analysed Joint Forum reports on credit risk transfer CMSA calls for increased CMBX transparency Quantifi launches correlation tool
A round up of this week's structured credit news
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Issue 82 - April 2nd
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Backstop tactics
Bear Stearns bail-out could support market liquidity
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Issue 81 - March 26th
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EOD haircuts analysed Request for comment on OC haircuts Mezzanine investors accept Asscher exchange Fitch's monoline methodology explained Further rating action for EVVLF Agreement reached for Apex and Sitka trusts FGIC on negative watch FAS 161 issued IASB issues financial instruments discussion paper Remittance deterioration slowing?
A round up of this week's structured credit news
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Issue 81 - March 26th
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Increased engagement
Renewed focus on clearing and settlement
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Issue 80 - March 19th
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Frank's bill could spark ABX Bank write-downs analysed Canadian conduit restructuring moves forward LevX 2 sees €2.8bn on first day Ambac affirmed ... ... while CIFG is downgraded More CPDO downgrades LSS hit again S&P SROC results in Rating transitions for Asia and EMEA released Dividend declared iTraxx indices gear up for roll
A round up of this week's structured credit news
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Issue 80 - March 19th
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Margin maelstrom?
Lender tightening exacerbates vicious circle for funds
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Issue 79 - March 12th
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CIFG downgraded ... ... while FSA is affirmed ... ... and Ambac completes share offering Moody's and Fitch begin Alt-A review New LCDS documentation released K2 debt programmes on review US CDPCs stable Japanese rating transitions analysed S&P launches Hedge Fund Evaluator V.2 S&P continues CDO downgrades LSS notes downgraded Caliber preliminary results in Further Moody's and S&P CPDO/CPPI downgrades ... ... while another CPDO is hit by its SIV investment TRUPS CDO outlook stable
A round up of this week's structured credit news
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Issue 79 - March 12th
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Liquidation sale
ABX illiquidity underlined
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Issue 78 - March 5th
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LevX 2 draws closer Fitch reports on split ... ... while ISDA publishes monoline supplement Fitch action affects US$97bn SF CDOs Mazarin and Barion rated ... ... while Parkland and Links senior debt affirmed Moody's gives Ambac more time ... ... but reviews SCA Stable/negative outlook for US CLOs Japanese bank earnings constrained ARM prepayments slow Rating change index report BIS reports on CDOs SF CDO performance unlikely to improve Troubled company index rises ABX/TABX CLNs downgraded Further European S&P downgrades US CRE CDO delinquencies rise again Japanese CDOROM launched QWIL income unchanged ISDA seeks to clarify UCITS CDS rule
A round-up of this week's structured credit news
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Issue 78 - March 5th
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CFoFO for Natixis
Hedge fund pool-backed deal begins marketing
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Issue 77 - February 27th
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Reframing the issue
Whether the market can rethink its approach to the complexity of credit derivatives is discussed by Brad Bailey, director in business development at Knight Capital Group
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Issue 77 - February 27th
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Action taken on 23 SIVs ... ... while Moody's downgrades two Further CPDOs downgraded ... ... while S&P revises its approach Fitch reports on bank exposure to monolines ... ... while Moody's is to publish insured underlying ratings ... ... and ISDA publishes monoline deliverables TRR CLO downgrades continue ... ... and three other deals are restructured Second Troika CDO closed Global valuations platform to launch European synthetic CDOs hit Basel Committee reports on liquidity risk Mixed remittance results
A round up of this week's structured credit news
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Issue 77 - February 27th
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Secondary market stalls
European catch-22 spreads
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Issue 76 - February 20th
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The devil in derivatives processing
Full-cycle exposure management is discussed by Frank Reiss, director and head of derivatives product management at Euroclear Bank
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Issue 76 - February 20th
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Quebecor fixes FGIC downgraded... ... while muni/SF split mulled ... ... and monoline exposure is explored EC transparency deadline met Rand-denominated CPDO launched... ...while 16 others are downgraded European LBO trends analysed Moody's rating transitions analysed EODs near 100 US credit markets surveyed S&P affirms Primus Financial Products Volta Finance reports European/US SROC results in Associations comment on incremental default risk
A round up of this week's structured credit news
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Issue 76 - February 20th
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CDPCs change tack
Systemic exposure a concern
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Issue 75 - February 13th
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Confidence boost
Data transparency and standardisation is discussed by Marco Angheben, director at the European Securitisation Forum
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Issue 75 - February 13th
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SCA downgraded MBIA raises US$1bn equity S&P launches 27-step ratings plan ERMBX no-show halts short plans NEO liquidated Lessons learned from Cheyne Finance ruling Whistlejacket downgraded on NAV breach Permacaps release interim reports LSS deals hit CRE CDO delinquencies up Lifeline for sub-prime? Solid CDO issuance for Japan Stable European SME CLO performance Moody's reports on Spanish SMEs More S&P downgrades Duke Funding assigned DR rating Asia Pacific SROC results
A round up of this week's structured credit news
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Issue 75 - February 13th
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Government issue
Japanese fiscal loan deal on the horizon
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Issue 74 - February 6th
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Far more than just a spreadsheet
Enterprise analytic and trade-capture systems are discussed by Kevin McPartland, senior analyst at TABB Group
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Issue 74 - February 6th
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Downgrade shock FGIC downgraded, more monolines on watch... ...as Fitch revises monoline approach... ...and monoline impact on banks is analysed Bright future for ILS SIV restructuring continues European asset performance set to decline Further Quebecor-related rating actions... ...as protocol launched Japanese CRE CDO trends analysed QWIL enters repurchase agreement CB MezzCAP downgraded EMEA CDO outlook Sachsen Funding defaults, Duke Funding converted CDO investor survey results Credit conditions reach four-year low Tough month for CLOs S&P reports on rating transitions
A round up of this week's structured credit news
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Issue 74 - February 6th
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Bailout blues
Monoline capital raising continues as rescue plan is delayed
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Issue 73 - January 30th
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Liquidity matters
Sustaining liquid markets in a credit crunch environment is discussed by Mark Beeston, president of T-Zero
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Issue 73 - January 30th
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Further ABX losses implied More CPDO downgrades as new product mulled ECMBX postponed Quebecor default hits CDOs Remittance reports mixed Sigma ratings withdrawn New pricing service launched Negative rating actions to continue Nightingale Finance affirmed DBRS reviews LSS MTM triggers Visage liquidated
A round up of this week's structured credit news
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Issue 73 - January 30th
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Hedge risk
CDS contracts under increasing stress as hedging tools
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Issue 72 - January 23rd
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Gaining momentum
Proactive portfolio reconciliations are discussed by Henrik Nilsson, head of business development at TriOptima
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Issue 72 - January 23rd
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Bond insurance stress test updated Quantitative credit strategy indices launched CDO equity correlation clarified CPDO downgrades continue European SROC figures out December surveillance report released Watch negative for Sigma debt S&P downgrades continue Orion defaults Spanish SME CDO performance analysed SIV-lite ratings suspended
A round up of this week's structured credit news
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Issue 72 - January 23rd
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Mixed asset, multi-jurisdiction
Innovative project finance CLO closed
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Issue 71 - January 16th
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Taking control
The need for flexible standards within derivatives processing to deliver greater STP is discussed by Mark Taylor, business consultant at SmartStream
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Issue 71 - January 16th
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CDO EODs reach 60 Moody's reports on SIVs US CLO market reviewed S&P revises surveillance assumptions Moody's updates CDOROM Fitch to maintain Sigma ratings MBIA surplus notes rated Ratings for currency swaps S&P downgrades continue CDS basis reviewed Japanese SROC results in Rating transitions updated Moody's downgrades Duke Funding debt ICMA to review ABCP Performance monitoring tool for US ABS Victoria defaults SROC results for US CDOs
A round up of this week's structured credit news
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Issue 71 - January 16th
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CRE concerns bite
CMBX relative value remains
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Issue 70 - January 9th
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Conference launch
Details of SCI's CORE 08 conference revealed
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Issue 70 - January 9th
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ABX roll postponed S&P moves on monolines Agreement on Canadian ABCP Corporate credit quality strained VECTOR review extended EDS deals downgraded New European CDPC ABCP IRG launched Victoria debt downgraded Further S&P downgrades Credit crisis roots revealed CRE CDO delinquencies on the rise Moody's reports on EODs
A round up of this week's structured credit news
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Issue 70 - January 9th
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Transparency deadline nears
Trade association hurries to meet European demands
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Issue 69 - December 19th
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Manager replacements begin Unusual LSS transactions from HSBC Monoline winners and potential losers Citi to support its SIVs New CDPC launches ECB releases financial stability review SROC results for Europe Further Moody's action for US CDOs RiskMetrics launches correlation tool Further SIV rating actions French banks launch liquidity fund S&P reports on ABS CDO spreads Fitch reports on SIVs Caliber reports Fitch re-examines market value structures QWIL tender offer results S&P US CDO downgrades Belgian SME CLO debuts Moody's reports on November downgrades BIS triennial central bank survey results
A round up of this week's structured credit news
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Issue 69 - December 19th
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Structured credit hedge funds dip again
Latest index figures show another drop in returns, but 50% stay positive
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Issue 68 - December 12th
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Moody's extends SIV review S&P takes action on SIVs Rating agencies comment on loan modification Moody's updates on monolines ESF releases draft data file format One credit event for synthetic CDOs More European CDOs on review Further downgrades for US CDOs Jumbo SME CLO priced UK NC RMBS exposure rising in CDOs SROC results for Asia Pacific Japanese synthetic CDOs hit SLSDs gain in importance Fitch downgrades PREPS 06-1 TYGER Series 121 launches Quantifi releases waterfall tool Spread widening for Euro CLOs
A round up of this week's structured credit news
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Issue 68 - December 12th
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Local trends
Opportunities emerge in European sovereign CDS
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Issue 67 - December 5th
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Moody's completes SIV capital note review Fitch reports on CDO EODs Freeze for sub-prime interest rates? Moody's reports on ABX Rating action for REIT CDOs Rating actions for SIV-lites More German mezz SME CLOs hit TriOptima reaches four million Another tender offer for QWIL
A round up of this week's structured credit news
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Issue 67 - December 5th
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Structural alterations
SIV and CDO restructurings step up a gear
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Issue 66 - November 28th
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Further CPDO rating actions Rating actions for CDO managers ABX remittance news S&P revisits position on monolines Axon Financial Funding defaults Further Fitch SF CDO downgrades Manager incentives analysed S&P rating actions for European CDOs... ...and US CDOs BIS reports on CDS Alpaca CPPI for Pru M&G LSS notes downgraded Negative rating action for PREPS SIV-lites downgraded Permacaps report
A round up of this week's structured credit news
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Issue 66 - November 28th
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New issues
Post-credit crunch originated CLOs emerge
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Issue 65 - November 21st
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Tapping into transparency M-LEC draws closer as ABCP falters Clarity for Fitch's rating review? New CDPC launched Freddie Mac gives fright Fitch reports on SIV collateral Rhineland ABCP affirmed CDO Software integrates Moody's feed Calypso enables rapid deployment Quantifi upgrades for LCDS Calyon brings CCO Spanish developer loans reviewed Carador NAV declines OECD reports on structured products
A round up of this week's structured credit news
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Issue 65 - November 21st
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Up and downs for CPDOs New CDPC launched CMBX blows out Sedna MTNs on rating watch Moody's to review monolines Fitch completes synthetic CDO review Moody's summarises US SF CDO downgrades... ...and puts European CDOs on negative watch Banks well-placed to support SIVs Climate change-based structured products on offer Fitch downgrades Axon debt Sachsen Funding hit again High returns for FRM Credit Alpha Japanese SME CDO default rates analysed
A round up of this week's structured credit news
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Issue 64 - November 14th
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The eye of the storm
Financials battered as losses continue
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Issue 63 - November 7th
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Updated approach for wrapped SF CDOs Short total return indices for iTraxx Moody's reports on EODs Fitch to review CDO methodology Further details on M-LEC Historical lows for CRE CDO delinquency rates CRE CDO issuance to decline Risk hedging for Japanese institutions Corrective phase for leveraged finance Fitch reports on TruPS CDOs Coupons for fixed for additional XO maturities Carador reports European SME CLOs stable
A round up of this week's structured credit news
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Issue 63 - November 7th
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Crisis, which crisis?
Lack of certainty over whether 'summer shock' has morphed into full-blown crisis
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Issue 62 - October 31st
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Further SF CDOs placed on negative watch Mezz CDO exposure to sub-prime analysed BoE comments on credit crunch Remittance report rout ABX CLNs/CDS downgraded OCC reports on CDS RBI reports on CDS guidelines SIV asset prices stabilising Wrapped paper graded Financial institutions' exposure analysed iTraxx Asia ex-Japan deteriorates
A round up of this week's structured credit news
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Issue 62 - October 31st
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Alternative assets?
Lack of new issue HEL RMBS threatens index roll
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Issue 61 - October 24th
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SIVs default Movie Gallery auction completed Synthetic trade finance deal launched S&P CDO rating actions IIF launches best practice initiative Ottimo SLNs downgraded DBRS comments on Canadian ABCP trusts Moody's reports on EMEA ABCP Stable iTraxx Japan Enhanced CDO Suite released CDS Deliverability launched Manageable sub-prime impact on Japan
A round up of this week's structured credit news
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Issue 61 - October 24th
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Back to basics
Alignment of structure and collateral crucial for US CRE CDO growth
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Issue 60 - October 17th
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Further rating action on Rhinebridge Fitch's SIV performance parameters US CPDO notes withdrawn LSS ratings remain stable S&P SROC rating actions Fitch launches new transparency tool Monolines remain under pressure Fitch reports on LCDS Basel Committee begins default risk data collection... ... While ISDA IDR Impact Study is released New version of RAP CD launched GLS-compliant list for Canadian conduits iTraxx Australia improves
A round up of this week's structured credit news
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Issue 60 - October 17th
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Double-edged sword
Market turmoil impacts CDPCs for better or worse
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Issue 59 - October 10th
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BBA paper sets out credit crunch lessons ECB survey released BIS reports on change in the financial system Fitch downgrades KKR SLNs SGAM launches latest CFO TriOptima completes first ABX index termination cycle Starts super senior downgraded Permacap news Interwoven connects with DTCC SuperDerivatives new release Kamakura upgrades
A round up of this week's structured credit news
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Issue 59 - October 10th
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CLO slew
Balance sheet deals ease warehouse risk
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Issue 58 - October 3rd
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Taiwanese CBO hit by Westways downgrade Financial names dominate September trading Cov-lites to face high refinancing risk Additional maturities for XO Fitch revisits CAM ratings Fitch affirms StaGe Mezzanine Fundamental credit focus for leveraged finance Latest permacap moves Markit and Reuters join forces on CDS data Credit derivatives top US$45.46trn
A round up of this week's structured credit news
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Issue 58 - October 3rd
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Downgrades hit market value CDOs
Liquidation fears could be overstated
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Issue 57 - September 26th
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CRE CDO-squared closed Fitch updates CCO criteria and downgrades deals Continued CP disruption puts SIVs under pressure Sachsen Funding files restructuring plan Monoline exposure explored Fitch confirms approach to ABCP programmes Moody's modifies assumptions on sub-prime RMBS S&P takes rating actions on 22 CDO tranches Fitch places 14 SF CDOs on watch negative New Moody's report on CDO rating action
A round up of this week's structured credit news
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Issue 57 - September 26th
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CPDOs restructured
Move highlights impact of spread leverage
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Issue 56 - September 19th
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Northern Rock presents conundrum New DPI launches Moody's reports on credit crunch LCDX removals announced Permacaps report Rating action for Axon Rating action for Rhinebridge Rating action for Duke Funding Fitch affirms Rhineland Funding's ABCP Japanese deals distanced from sub-prime debacle LMA launches German law document
A round up of this week's structured credit news
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Issue 56 - September 19th
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SIV discrimination begins
Investors call for greater confidence in portfolio values
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Issue 55 - September 12th
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Another SIV-lite set for restructuring ECMBX postponed Indices to tighten? Seven SIVs reviewed New CDPC rated Rating volatility examined CPDO gloom overdone? Caliber NAV drops
A round up of this week's structured credit news
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Issue 55 - September 12th
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EM deals emerge
Local currency CDO and CLO launched
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Issue 54 - September 5th
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Queen's Walk reports results Fitch downgrades Rhinebridge's notes Codefarm launches portfolio re-optimisation service European CDO of ABS issuance up in Q2 Lack of efficiency and speed will hurt securitisation European SME securitisations bouyant iTraxx SDI-75 will not roll
A round up of this week's structured credit news
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Issue 54 - September 5th
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Constant proportion flurry
Several deals brought to market
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Issue 53 - August 29th
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Listed fund seeks liquidity Index rules amended European corporate quality damaged Appeal applauded EM able to ride out crunch Distress ratio spikes CDO issuance up 75% Leveraged loan CDOs stable Risk aversion overdone? S&P addresses misconceptions
A round up of this week's structured credit news
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Issue 53 - August 29th
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Japanese REITS to rise?
Latest CDO could presage further such issuance
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Issue 52 - August 22nd
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More CPDO moves SIVs weathering volatility Global banking fears exaggerated Fitch revises SF CDO methodology CMA adds ABX to QuoteVision Markit enhances ABX calculator Fitch exposes new insurance-linked criteria Caliber NAV drops again
A round up of this week's structured credit news
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Issue 52 - August 22nd
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Mixed views on monolines
Opinions diverge over financial strength
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Issue 51 - August 8th
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Sub-prime manageable for European and Asian banks EGMs announced Insider information guidance released S&P holds off on Alt-A CDOs Trup CDOs analysed Codefarm incorporates CDOROM Ratings explained
A round up of this week's structured credit news
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Issue 51 - August 8th
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Innovative managed CDO launched
First of a kind managed structure and unusual junior notes priced
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Issue 50 - August 1st
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Diversification, where art thou?
Cross-market correlation is discussed by Anu Munshi, a partner at B&B Structured Finance
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Issue 50 - August 1st
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Permacap announcements Moody's re-thinks Alt-As and option ARMs Jury out on leveraged finance CDO manager best practice identified US SROC actions revealed CMA offers ASP solution
A round up of this week's structured credit news
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Issue 50 - August 1st
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Smoothing structure?
New CDO of ABS could lead the way
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Issue 49 - July 25th
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Australian funds take further action Systemic false alarm, but continued concerns LCDS protocol published SIVs offer stability DBRS undertakes mid-year review New SME CDO performance tracker Sub-prime rating actions... ...And SROC changes
A round up of this week's structured credit news
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Issue 49 - July 25th
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CFO equity outperforms
Hedge fund-related structures look set to grow
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Issue 48 - July 18th
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CPDO attracts more investors Rapid market growth continues Permacap vehicle adds financing facility More rating agency action on sub-prime CDOs iTraxx total return indices launched GAO commends CDS dealers ESF welcomes Solvency II ISDA publishes iTraxx protocol First European CDPC paper priced
A round up of this week's structured credit news
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Issue 48 - July 18th
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Manager-squared
James Smigiel, head of fixed income, Gregory Soeder, portfolio manager, and David Aniloff, portfolio manager, from SEI, answer SCI's questions
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Issue 47 - July 11th
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Sub-prime CDOs reviewed S&P calls for cov-lite comments Euro media LBO risk limited Markit launches real-time service... ... And ABS monitoring Retail principles launched
A round up of this week's structured credit news
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Issue 47 - July 11th
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Structured credit hedge funds up again
Latest index figures show continued upswing
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Issue 46 - July 4th
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Dealers stand firm on CDS of ABS Market implied ratings launched European banks well-positioned for upgrades Strong 2006 ESF performance DataVision integrates CDO Software
A round up of this week's structured credit news
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Issue 46 - July 4th
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Cat bond flood
Three major deals launched, including first cat bond-squared
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Issue 45 - June 27th
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UK fund to bring CDPC Fitch launches beta CFXO model S&P explains new PAUG assumptions RAP CD updated Innovation drives European CDOs of ABS European/Asia-Pacific structured finance is robust Sun and CDO2 offer new service OpenLink upgrades Findur Markit launches electronic affirmation matching service
A round up of this week's structured credit news
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Issue 45 - June 27th
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ABX back to its lows
Fundamentals, technicals and market confusion all add to the pressure
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Issue 44 - June 20th
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Soaring investor interest in microfinance Speculative bond defaults dip S&P releases May SROC report S&P launches Evaluator 3.3 Quantifi adds support for pricing LCDS and synthetic CLOs Reuters launches hedge fund solution
A round up of this week's structured credit news
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Issue 44 - June 20th
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CDS focus
Default swaps and implied write-downs key talking points at Barcelona
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Issue 43 - June 13th
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Cov-lites raising CLO risks
A round up of this week's structured credit news
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Issue 43 - June 13th
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Funds raise market manipulation concerns
Hedge fund calls for amendment of the CDS on ABS template
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Issue 42 - June 6th
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Portfolio CDS trading platform launches
A round up of this week's structured credit news
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Issue 42 - June 6th
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Spanish synthetic surge?
New CDO could be the beginning of a trend
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Issue 41 - May 30th
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BlackRock launches innovative Valleriite
A round up of this week's structured credit news
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Issue 41 - May 30th
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LCDX launches
US Loan CDS index begins at last as further progress is made with standard tranches
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Issue 40 - May 23rd
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Natixis brings DPI
A round up of this week's structured credit news
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Issue 40 - May 23rd
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Long-short evolution
Manager builds programme of new synthetic CDO strategies
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Issue 39 - May 16th
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Structured credit hedge funds stay steady
Latest index figures indicate a quiet March for the sector
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Issue 39 - May 16th
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Moody's warns on ABS CDO tranche correlation
A round up of this week's structured credit news
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Issue 39 - May 16th
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Fitch outlines approach to European real estate CDOs
A round up of this week's structured credit news
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Issue 38 - May 9th
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"A total risk picture spanning many different markets"
This week's Provider Profile looks at OpenLink's cross-asset trading, risk and operations processing management software solution Findur
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Issue 38 - May 9th
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Re-leveraging returning?
First signs of credit-equity decoupling appear in the US
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Issue 37 - May 2nd
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First CFXO announced
A round up of this week's structured credit news
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Issue 37 - May 2nd
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Unlocking equity
Early redemption of CDO doubles equity holder value
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Issue 36 - April 25th
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First Spanish arbitrage CLO priced
A round up of this week's structured credit news
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Issue 36 - April 25th
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Sub-prime impacts spread
US CLOs and CDOs of ABS feel the pain, but it may not be lasting or significant
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Issue 35 - April 18th
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Structured credit hedge funds double
New index indicates significant growth in the sector
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Issue 35 - April 18th
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New Japanese credit fund launched
A round up of this week's structured credit news
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Issue 35 - April 18th
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More SIVs to come
Latest vehicle precursor for a number of innovative structures
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Issue 34 - April 11th
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Process oriented investors
This week, Markus Kroll, principal at Palomar Capital Advisors, answers SCI's questions
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Issue 34 - April 11th
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Market searches for direction
A round up of this week's structured credit news
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Issue 34 - April 11th
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Futures yet to pick up
Difference of opinion over new contracts keeps volumes low
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Issue 33 - April 4th
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LCDX edges closer
A round up of this week's structured credit news
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Issue 33 - April 4th
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Sputnik launches
First rated CDO of CIS corporates comes to market
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Issue 32 - March 28th
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Citi and Fortis bring Botticelli
A round up of this week's structured credit news
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Issue 32 - March 28th
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Orderly but active roll
Crossover takes the brunt as CPDOs make little impact
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Issue 31 - March 21st
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Asian role for Solent's Centris
A round up of this week's structured credit news
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Issue 31 - March 21st
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Vol opportunities
Mixed value for structured credit issuers during heightened volatility
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Issue 30 - March 14th
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German SME CLOs face another bankruptcy
A round up of this week's structured credit news
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Issue 30 - March 14th
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Japanese government mulls CLO issuance
Long-term fiscal plan could involve intensive structured credit issuance
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Issue 29 - March 7th
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LCDS indices delayed
A round up of this week's structured credit news
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Issue 29 - March 7th
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Taste of CCOs to come
New deal a sign of impending increase in commodities-based issuance
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Issue 28 - February 28th
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Euromax VI on the road
A round up of this week's structured credit news
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Issue 28 - February 28th
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Trading in anticipation
Dealers and investors positioning for expected tranche and CDS flows
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Issue 27 - February 21st
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Fitch calls for increased competition
A round up of this week's structured credit news
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Issue 27 - February 21st
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CDO reporting lags wider ABS market
Investor attempts to improve transparency met with mixed results
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Issue 26 - February 14th
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Babson closes hybrid TRS CDO
A round up of this week's structured credit news
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Issue 26 - February 14th
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Successor issues addressed
New products and database on offer
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Issue 25 - February 7th
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NCCI debuts CRE CDO
A round up of this week's structured credit news
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Issue 25 - February 7th
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PPA CLOs rocked by insolvencies
Two more deals put on rating watch negative
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Issue 24 - January 31st
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Fortis' Delacroix CPPI nears launch
A round up of this week's structured credit news
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Issue 24 - January 31st
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Omicron and WestLB bring LSS twist
Innovative leveraged super senior structure combines with actively managed CDO of European ABS
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Issue 23 - January 24th
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DBRS revises CDO criteria
A round up of this week's structured credit news
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Issue 23 - January 24th
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HSBC to roll-out unusual SIV
New three-tier vehicle to invest 90% in triple-A assets
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Issue 22 - January 17th
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ILS market reawakened by Vita Capital
A round up of this week's structured credit news
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Issue 22 - January 17th
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Euro CMBX launch moves nearer
Four new CDS indices being prepped
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Issue 21 - January 10th
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WestLB brings LSS ABS trade
A round up of this week's structured credit news
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Issue 21 - January 10th
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ABX tranches advance
New documentation and new trades
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Issue 20 - December 20th
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Eurex releases iTraxx futures details
A round up of this week's structured credit news
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Issue 20 - December 20th
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European REIT CDO debuts
New deal for real estate-hungry investors
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Issue 19 - December 13th
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Dexia makes WISE move
A round up of this week's structured credit news
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Issue 19 - December 13th
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Credit bankers' earnings skyrocket
New SCI survey tracks boom in compensation
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Issue 18 - December 6th
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Moody's publishes PAUG methodology
A round up of this week's structured credit news
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Issue 18 - December 6th
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Zero recovery CDS mooted
Standardised products to be offered on iTraxx indices
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Issue 17 - November 29th
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Dura prices fixed
A round up of this week's structured credit news
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Issue 17 - November 29th
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Merrill taps Singapore retail
First principal-protected notes arrive, with more expected
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Issue 16 - November 22nd
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Fitch launches default index
A round up of this week's structured credit news
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Issue 16 - November 22nd
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Rated equity rocked
Tranche spread shift halts some deals, but Elbrus prevails
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Issue 15 - November 15th
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DTCC'S warehouse goes live
A round up of this week's structured credit news
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Issue 15 - November 15th
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Inward and onward
Structured bid and investors keep spreads narrowing
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Issue 14 - November 8th
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Dura protocol begins
A round up of this week's structured credit news
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Issue 14 - November 8th
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US secondary market surge
Synthetic CDO volumes rise and cash market term curve emerges
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Issue 13 - November 1st
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New protocol readied
A round up of this week's structured credit news
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Issue 13 - November 1st
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