Weekly Issue Archive »

Issue 27 - February 21st

  • Rumour has it...

      • An inconvenient truth

        ...The wheat is growing thin

        Call them what you will, clichés, aphorisms or just plain old everyday sayings, the reason...

  • Data

  • News

      • European LCDS re-think expected

        Market practices mean US blueprint cannot be utilised

        The small sub-group of dealers searching for an initial compromise on European LCDS documentation (S...

      • Further European CRE CDOs edge closer

        Signs of life for sector as at least four deals get underway

        There are at last signs of movement in the European CRE CDO market, nearly four months after the la...

      • Trading in anticipation

        Dealers and investors positioning for expected tranche and CDS flows

        The potential launch of as many as 24 credit derivative product companies (CDPCs) by the end of this...

      • CPDOs stay on hold

        Ratings methodology still under review, but end in sight

        Fifteen banks have now applied for ratings on CPDO and CPDO variant products. The rating agencies a...

  • Talking Point

      • ABX tranches get nervous welcome

        Buy-side stays on the sidelines amid correlation uncertainty

        The meltdown in ABX spreads and resultant wide trading levels have spooked many in the market (see...

  • Job Swaps

      • Avendis appoints Moysan

        The latest company and people moves

        Avendis appoints MoysanAvendis Investment Management has appointed Raphaelle Moysan as director of m...

  • News Round-up

      • Fitch calls for increased competition

        A round up of this week's structured credit news

        Fitch calls for increased competition Fitch Ratings has sent an open letter to arrangers, asset ma...

  • Research Notes

      • Trading ideas - is the bell tolling?

        Dave Klein, research analyst at Credit Derivatives Research, looks at a capital structure arbitrage ...

        Credit and equity risk are unambiguously linked as the risk of debt holders not receiving their cla...

      • CLO Overlapping

        The issue of overlapping within a multiple CLO portfolio is tackled by Priya Shah and Domenico Picon...

        It is important for investors to have an understanding of the combined exposure held in the differe...


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