Weekly Issue Archive »

Issue 26 - February 14th

  • Rumour has it...

      • Truth stranger than fiction

        Looks like we got ourselves a reader...

        A man - let's call him Daniel Sempere - enters the hushed rooms of a fine public...

  • Data

  • News

      • CDO reporting lags wider ABS market

        Investor attempts to improve transparency met with mixed results

        The recent effort by structured credit investors to work with dealers on ways to improve transparenc...

      • ABX spreads balloon

        Market driven by fundamental fears and technical reality

        The past week has seen a continued dramatic spread widening in the lower-rated ABX indices. Notwith...

      • Listed funds announce dividends

        Structured credit funds release results and highlight diversification positives

        Two listed structured credit funds announced their latest results last week. Both are bullish about...

      • Merrill withdraws CPDO

        Market or lack of investor demand causes re-think

        Merrill Lynch is understood to have withdrawn the CPDO it has been marketing since October (see SCI...

  • Talking Point

      • Bright futures?

        Buy-side firms upbeat about new European contracts

        Derivatives exchange Eurex's plans for trading futures on the iTraxx Europe five-year index from 27...

  • The Structured Credit Interview

      • Successfully diversifying mortgage risk

        Grant Harris, a fund manager in the Funds Management division of MFS Investment Management, answers ...

        Grant Harris Q: When, how and why did your firm become involved in the s...

  • Job Swaps

      • Hanna exits Cheyne

        The latest company and people moves

        Hanna exits Cheyne Syd Hanna recently left Cheyne Capital after four years there. He was the co-fo...

  • News Round-up

      • Babson closes hybrid TRS CDO

        A round up of this week's structured credit news

        Babson closes hybrid TRS CDO Babson Capital Management has closed an innovative US$600m hybrid CDO...

  • Research Notes

      • Trading ideas - load balance off?

        Dave Klein, research analyst at Credit Derivatives Research, looks at a positive-carry short positio...

        When we have a fundamental outlook on a credit, we prefer to put on positive-carry, duration-neutra...

      • Renaissance with a twist?

        Hybrid CDOs are discussed by Panayiotis Teklos, Michael Sandigursky, Michael Hampden-Turner and Matt...

        Cash and synthetic CDOs have co-existed for some time but have been separated by the practical diff...


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