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Issue 59 - October 10th

  • Data


  • News

      • Double-edged sword

        Market turmoil impacts CDPCs for better or worse

        Credit Derivative Product Companies (CDPCs) have become the latest structured credit sector to be a...

      • Distressed opportunities

        Fund proliferation limited by lack of liquidity

        Specialist funds set up to purchase distressed ABS CDO and leveraged loan assets are gaining an incr...

      • SIVs hit again

        Two vehicles downgraded

        Moody's and Fitch have moved to downgrade the debt issuance of two more SIVs in the past wee...


  • The Structured Credit Interview

      • Value participation

        Hans-Michael Schania, CDO management, Alex Tsymbal, US ABS and SIV management, and Alex Rothlin, ABS...

        Q: When, how and why did your firm become involved in the structured credit markets?A: Aurelius Cap...


  • Job Swaps

      • Bank expands securitisation unit

        The latest company and people moves

        Bank expands securitisation unit nabCapital, the institutional banking and capital markets divisio...


  • News Round-up


  • Research Notes

      • Trading ideas - last buying opportunity?

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

        As the posturing and arguing over Sallie Mae's pending-but-in-doubt LBO may be coming to head, we r...

      • High-frequency CDS index trading

        High frequency trading strategies on the CDS indices are discussed by Ulf Erlandsson and Amit Bhatta...

        Credit is at a juncture where the asset class offers a deep, liquid, fast-moving market via the sta...



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