Weekly Issue Archive »

Issue 22 - January 17th

  • Rumour has it...

  • Data

  • News

      • New CDO-squared mixes assets

        Credaris deal utilises cash and synthetics to maximise ABS opportunities

        Credit-specialist asset manager Credaris has launched Tasman 2006-1, a hybrid CDO of CDOs. The US$30...

      • Unwind risk covered

        Index and tranche markets should cope with any significant deleveraging

        New research from Royal Bank of Scotland's structured credit strategy team in London has revealed w...

      • LCDX progresses smoothly

        US loan CDX preparations proceed without controversy

        Dealers working towards the introduction of the US loan CDS index, LCDX, report continuing progress....

      • HSBC to roll-out unusual SIV

        New three-tier vehicle to invest 90% in triple-A assets

        HSBC is planning to launch its second structured investment vehicle (SIV), dubbed Asscher, in March....

  • Talking Point

      • Muted response to high yield launch

        Lukewarm buy-side reception for new benchmark indices

        The International Index Company's launch of the iBoxx Euro High Yield index family (see last week's...

  • The Structured Credit Interview

      • Emerging issues

        This week, Søren Rump, md, EM & structured credit at Sydbank, answers SCI's questions

        Søren Rump Q: When, how and why did your firm become involved...

  • Job Swaps

      • Arora arrives at Stanley

        The latest company and people moves

        Arora arrives at Stanley Priya Arora, who left her position of head of cash CDO structuring at Cal...

  • News Round-up

      • ILS market reawakened by Vita Capital

        A round up of this week's structured credit news

        ILS market reawakened by Vita Capital Swiss Re has become the latest issuer to take advantage of t...

  • Research Notes

      • Trading ideas - high yield prescription

        Dave Klein, research analyst at Credit Derivatives Research, looks at a long butterfly trade on Rite...

        We most often trade a single-name credit curve with a view towards an improving or deteriorating ou...

      • Trading equity tranches - part 2

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

        The Greeks Spread sensitivity – Delta Delta describes the first-order sensitivity of the positi...


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