Weekly Issue Archive »

Issue 21 - January 10th

  • Rumour has it...

      • In the bleak midwinter

        But let's look on the bright side of life

        Out there in the real world January is usually a gloomy time of year for those in the northern hemis...

  • Data

  • News

      • Invicta CDPC established

        First structured credit investor-backed vehicle launched

        The Massachusetts Mutual Life Insurance Company and its subsidiary Babson Capital Management have e...

      • Euro CMBX launch moves nearer

        Four new CDS indices being prepped

        The long-awaited introduction of synthetic indices for the commercial mortgage-backed securities mar...

      • Structured bid still has it

        Potential CPDO flows look strong, but fundamentals could bring fireworks

        New research from Citigroup's European fixed income strategy and analysis group has shed further li...

      • LCDS stalemate remains

        European contract still in the mix

        The past few weeks have failed to produce any resolution to the protracted negotiations over the fut...

  • Provider Profile

      • "The best spread achievable"

        Online CDO structuring service provider Codefarm is the subject of this week's Provider Profile

        Codefarm, which started business in 2002, offers new efficient methods for CDO arrangers to structu...

  • Job Swaps

      • ABN enhances ABS CDOs

        The latest company and people moves

        ABN enhances ABS CDOs ABN AMRO has created an ABS exotics desk within its credit exotics group in...

  • News Round-up

      • WestLB brings LSS ABS trade

        A round up of this week's structured credit news

        WestLB brings LSS ABS tradeWestLB has closed Khamsin Credit Products Series 6, a small but unusual...

  • Research Notes

      • Trading ideas - hot yet?

        Tim Backshall, chief credit derivatives strategist at Credit Derivatives Research, looks at a curve ...

        We start the New Year with a somewhat ambivalent view on the credit markets. While we remain net be...

      • Trading equity tranches - part 1

        In this series of three articles, Richard Huddart and Domenico Picone of the structured credit resea...

        Value in 0-3% equity tranches The demand for equity tranches of synthetics and bespokes from real...


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