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Issue 54 - September 5th

  • Rumour has it...

      • The Searchers

        Tell me boldly

        "They seek him here, they seek him there, "Those [bankers] seek him everywhere. "Is he in heaven o...

  • Data

  • News

      • Investor re-think required

        Demand expected to be anaemic in the near future

        The credit crunch has hit the European ABS market hard and stifled new issuance. If the market is t...

      • SIV-lite restructured

        Cairn deal transformed as discussions over other vehicles continue

        Cairn Capital and Barclays Capital have successfully restructured the Cairn High Grade Funding I (C...

      • EM deals emerge

        Local currency CDO and CLO launched

        The past week has seen two unusual emerging market deals hit the market. Vityaz CDO I - a...

      • Structured credit hedge funds drop again

        Latest index figures show further dent in returns, but not for all sub-strategies

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

  • Job Swaps

      • Prop desk shuts

        The latest company and people moves

        Prop desk shuts Deutsche Bank has shut down its proprietary credit trading desk in London and a num...

  • News Round-up

      • Queen's Walk reports results

        A round up of this week's structured credit news

        Queen's Walk reports results Cheyne Capital's permacap vehicle, Queen's Walk Investment Limited (Q...

  • Research Notes

      • Trading ideas - juicy spreads

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

        The market's continuing lack of concern with LBO risk has created opportunities to pick up bonds wi...

      • Don't generalise

        The need to avoid contaminating SIVs and conduits with SIV-lites is discussed by Domenico Picone and...

        Recent news has focused on the ABCP market, with many conduits, SIVs and SIV-lites being pushed int...


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