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Issue 60 - October 17th

  • Data


  • News

      • Back to basics

        Alignment of structure and collateral crucial for US CRE CDO growth

        Arrangers report that they have begun working on new US CRE CDOs with the intention of getting them...

      • Bleak houses

        Latest sub-prime rating actions could lead to multi-notch CDO downgrades

        2,506 RMBS tranche downgrades by Moody's late last week indicates a bleak outlook for 2006/7 vintag...

      • M-LEC to the rescue?

        Super fund to support SIV de-leveraging and CP rollovers

        A group of banks led by Citi, JP Morgan and Bank of America have established an US$80bn 'super fund...

      • Capitalising on corporate volatility

        Value in super-senior tranche pricing

        BlueMountain Capital Management has launched a new closed-end hedge fund aimed at capitalising on re...


  • Job Swaps

      • Heads keep rolling

        The latest company and people moves

        Heads keep rollingDetails of banks' credit-related losses continued to emerge over the past week, s...


  • News Round-up

      • Further rating action on Rhinebridge

        A round up of this week's structured credit news

        Further rating action on Rhinebridge S&P has lowered its ratings on the CP, MTNs and mezzanine...


  • Research Notes

      • Trading ideas - weak appetite?

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

        We read that the US new issue market is split in two these days, with familiar repeat issuers havin...

      • Bridges open - not under repair

        Opportunities in the leveraged loan pipeline are discussed by John Fenn and Panayiotis Teklos, credi...

        Perhaps the only good thing to come out of the summer's "credit crisis" – the near abandonment of t...



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