Weekly Issue Archive »

Issue 30 - March 14th

  • Rumour has it...

      • Spies like us

        Happy, Smiley people

        When you think about it (not always the most sensible course of action...), the bulk of what we do (...

  • Data

  • News

      • R-Evolution returns

        Structure re-launches following rating agency CPDO hiatus

        Calyon is marketing a revised version of its R-Evolution product, a dynamic portfolio insurance (DP...

      • Vol opportunities

        Mixed value for structured credit issuers during heightened volatility

        Increased volatility and consequent wider spreads in recent weeks has theoretically brought with it...

      • Japanese CDS boost

        New index and potential curve plays bolster market

        A new iTraxx Japan 80 index is set to be introduced, with effect from Series 7 on March 20 2007, fo...

  • Talking Point

      • Diversifying CDPCs

        Credit derivative product companies are looking to widen their product offering

        The nascent credit derivative product company industry is gravitating towards other asset classes....

  • The Structured Credit Interview

      • Managing collateral and more

        Peter Vinella, president and ceo of Wilmington Trust Conduit Services, answers SCI's questions

        Peter Vinella Q: When, how and why did you and your firm becom...

  • Job Swaps

      • JP Morgan gets Sheen

        The latest company and people moves

        JP Morgan gets SheenColin Sheen is joining JP Morgan in New York to trade synthetic ABS after leavin...

  • News Round-up

  • Research Notes

      • Trading ideas - room for reservations

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

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

      • The road to recovery

        Jean-Baptiste Gaudemet, senior consultant at Sophis, takes an in-depth look at recovery rates and ar...

        The emergence of credit derivatives such as credit default swaps (CDS) has lulled many credit inves...


Print this issue Click here to access this issue in print format
×