Issue 63 - November 7th
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Data
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CDR Liquid Index data as at 5 November 2007
Source: Credit Derivatives Research
Index Values &nb...
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News
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The eye of the storm
Financials battered as losses continue
Financial names included in the iTraxx/CDX indices suffered unprecedented widening over the last we...
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Permira debuts
Flexible structure for first-time manager
RBS is in the market with the €290m PDM CLO I transaction. The deal comes at an interesting time, g...
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Strong performance
Spanish SME CLO relative value revealed
A new study shows that the performance of Spanish SME CLOs continues to be exceptional, with few co...
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Measure for measure
Coordinated regulatory response to credit crunch underway
Reports that Citi is undergoing a US SEC investigation into its accounting practices has sparked co...
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Job Swaps
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Citi...
The latest company and people moves
Citi...Last Sunday, 4 November, Citi formally announced what had been anticipated for some days – s...
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News Round-up
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Updated approach for wrapped SF CDOs
A round up of this week's structured credit news
Updated approach for wrapped SF CDOsFitch Ratings proposes to update its analysis of SF CDOs insure...
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Research Notes
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Trading ideas: apart at Home
Dave Klein, research analyst at Credit Derivatives Research, looks at a capital structure arbitrage ...
Credit and equity risk are unambiguously linked, as the risk of debt holders not receiving their cl...
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What's in a mark?
Recent mark-to-market valuations are discussed by Corinne Cunningham and Tom Jenkins of RBS' credit ...
Merrill Lynch surprised the market with a larger than expected loss, but it also set the cat among...
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