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Issue 50 - August 1st

  • Rumour has it...

      • The milk of human kindness

        This is the modern world...

        We're back in primary/elementary school for this one. In the early 1970s in England, free school mil...

  • Data

  • News

      • Concern returns

        Index spreads gap out again, but opportunities seen elsewhere

        After a dramatic recovery during Europe's day yesterday, 31 July, when Crossover closed at 400bp (h...

      • Innovative managed CDO launched

        First of a kind managed structure and unusual junior notes priced

        Wachovia Securities has closed AIG-MezzVest II CLO, which is believed to be the first managed-to-mo...

      • Structured credit hedge funds suffer

        Latest index figures show reversal of fortune

        Both gross and net monthly returns for June 2007 in the Palomar Structured Credit Hedge Fund (SC HF)...

  • Talking Point

      • Diversification, where art thou?

        Cross-market correlation is discussed by Anu Munshi, a partner at B&B Structured Finance

        There was a time, not so long ago, when it was relatively easy to observe patterns in markets and t...

  • Job Swaps

      • Bank adds to ABS correlation

        The latest company and people moves

        Bank adds to ABS correlationPeter Nowell has left his role as ABS trader at Royal Bank of Scotland....

  • News Round-up

      • Permacap announcements

        A round up of this week's structured credit news

        Permacap announcements Three of the London Stock Exchange listed structured credit permanent capit...

  • Research Notes

      • Trading ideas - hold the phone

        John Hunt, research analyst at Credit Derivatives Research, looks at a negative basis trade on Telec...

        We look to the telecommunications sector for a rare negative-basis opportunity in a generally posit...

      • Ball in the bowl - part 2

        In this two part series, the tail risk of CDOs is examined by Matt King and Michael Hampden-Turner o...

        If we break the transition data discussed in part 1 of this article into annual upgrades and downgr...


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