Issue 61 - October 24th
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Data
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CDR Liquid Index data as at 22 October 2007
Source: Credit Derivatives Research
Index Values &nb...
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News
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Alternative assets?
Lack of new issue HEL RMBS threatens index roll
Insufficient deal flow and originator diversification in the US home equity loan sector over the la...
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Flexible investment
New hedge fund to focus on synthetic CDO equity
Credit-specialist asset manager Credaris is preparing to launch an Irish-regulated hedge fund that...
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Urgent action required
Investors step up call for transparency in losses and valuations
A general feeling of investor frustration pervaded the European CDO Summit in Monte Carlo last week...
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Missing out the mezz
Unusual CLO structure launches
Harbourmaster Capital is roadshowing an unusual arbitrage CLO dubbed Global Senior Loan Index Fund...
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Job Swaps
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Bonus doubts revealed
The latest company and people moves
Bonus doubts revealed London-based headhunters Credent polled 240 front office credit market profe...
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News Round-up
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SIVs default
A round up of this week's structured credit news
SIVs defaultThe Cheyne Finance and Rhinebridge SIVs have been downgraded to single-D, as the operat...
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Research Notes
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Trading ideas: fizzy fizzle
Dave Klein, research analyst at Credit Derivatives Research, looks at an outright short on Cadbury S...
When we have a fundamental outlook on a credit, we prefer to put on positive-carry, duration-neutra...
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More questions than answers at this stage
The M-LEC 'super conduit' is discussed by Andrea Cicione and Olivia Frieser, credit strategists at B...
If there were any remaining doubts that the strain SIVs are facing has reached unbearable levels, C...
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