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Zombie deals: the living dead of structured credit22 May 2013 Category link: CDOsDave Jefferds, co-founder and COO of DealVector, examines how noteholder communication could help he...  Five long years ago, the global financial crisis hit. Many deals imploded almost immediately, like ABS deals that blew through their event of default triggers. That capital was more or less destroyed. Other deals, like CLOs, were stretched but did... SCI Start the Week - 20 May20 May 2013 Category link: Structured FinanceA look at the major activity in structured finance over the past seven days Pipeline A broad range of transactions remained in the pipeline at the end of last week. These deals comprise four ABS, four RMBS and two CMBS. The ABS currently in the pipeline consists of: €800m Bavarian Sky German Auto Loans 1; US$238... Asian liberalisation?20 May 2013 Category link: CDSSigns of CDS gaining ground as Asian markets open up The OTC derivatives market in Asia continues to be fragmented and largely weighted towards FX and interest rate swaps. However, CDS remains a core constituent and there are encouraging signs that the sector is evolving. Overall CDS volume in the As... Freddie sale meets strong demand17 May 2013 Category link: RMBSFurther details have emerged on the US$1bn-plus US RMBS non-agency bid-list put out by Freddie Mac earlier this week (SCI 14 May). The collateral consisted mostly of subprime and adjustable rate prime or Alt-A loans, with all of the bonds originated... Equitable subordination risk rises17 May 2013 Category link: CMBSThe risk of equitable subordination has arisen for the first time during insolvency proceedings of German CMBS borrowers. The case involves the Orange loan securitised in Talisman 6, which is sponsored by Treveria. An insolvency creditor contested... Counterparty credit risk uncovered - part two17 May 2013 Category link: Risk ManagementTerri Duhon, managing partner at B&B Structured Finance and author of 'How the Trading Floor Rea... As explained in the first in this series of articles (SCI 3 May), counterparty credit risk in interest rate swaps can generally be thought of as a symmetric picture of potential future exposure, a fraction of the notional of the trade and non-correla... SEF certainty17 May 2013 Category link: Risk ManagementCFTC clears up CDS concerns A perceived regulatory preference for CDS futures over swaps has caused serious consternation in the market. However, the publication of final SEF rules yesterday (16 May) has assuaged most concerns and paved the way for participants to advance. Bl... Differences of opinion17 May 2013 Category link: RMBSRMBS rep and warranties scrutinised Year-to-date US non-agency RMBS issuance stands at US$7.7bn, with volumes forecast to reach US$20bn by year-end, well in excess of 2012's US$6.9bn total. However, the debate over required credit enhancement and representation and warranties continues... Compelling case for CLO calls16 May 2013 Category link: CLOsEquity investors in callable 2010 and 2011 CLOs should call them now and take advantage of the low current funding costs in the new issue market, suggest CLO strategists at Morgan Stanley. Many holders of legacy deals would also benefit from exercisi... American influence15 May 2013 Category link: CLOsEuropean CLO market moving towards US model Recent developments in the European CLO market suggest that it is moving closer to a US-style model. After Cairn CLO III ended the market's lengthy hiatus (SCI passim), further issuance is expected throughout the year, with larger deal sizes and the...  More Top Stories |
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SCI publishes news, prices and data on the structured credit and Asset backed securities (ABS) markets. We help investors by publishing thoughtful and in-depth analysis together with a variety of actionable data points on secondary market trade prices, deal data, pipeline deals coming to market, ABS and CDO issuance data, league tables and CDO Manager Transfer data.We cover all ABS & structured credit including Collateralised loan obligations (CLO), Residential mortgage backed securities (RMBS), Commercial mortgage backed securities (CMBS), Collateralised debt obligations (CDO), Credit default swap (CDS) or Insurance linked securities (ILS). And there are several other news categories besides, covering all aspects of structured finance. SCI is aimed at the buy-side; our mission is to provide deeper and more accurate coverage of structured finance to market participants than is available elsewhere. Our readership includes portfolio managers, broker-dealers, hedge funds, CDO managers, asset managers, banks and CFOs the world over. Register for a two week free trial today or subscribe to SCI.
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