Issue 122 - February 4th
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News Analysis
- Trading
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Tactical timing
Viability of agency-broker model increases
The buzz around secondary market ABS trading has continued since the start of the year and new real...
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- Correlation
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The US$100bn question
Picking the winners from the losers in distressed mezz tranches
The distressed opportunity in mezzanine CSOs is believed to be worth several hundred billion dollars...
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- CDS
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Avoiding landmines
Profiting from the CDS index skew
The CDS index skew is expected to remain negative (indices trading tighter to their single name CDS...
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- Investors
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Changing tack
Credit managers adapt in line with new market paradigm
Credit asset managers are adapting - or are going to have to adapt - their inves...
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- Trading
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News
- CDO
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Royal Park assets/prices disclosed
Fortis, BNP Paribas and SFPI/FPIM (Société Fédérale de Participa...
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- CDS
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CDS market stung by regulatory threats
The CDS market was hit by threats of further regulation from both sides of the Atlantic this week, a...
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- CLOs
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Euro CLOs fare better than US counterparts, but for how long?
The ever-increasing loan issuer defaults are visibly taking their toll on junior and mezzanine notes...
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- Trading
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Illiquid asset platform to expand into CDOs
SecondMarket, an online marketplace for illiquid assets, is set to expand into CDOs, MBS and limited...
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- CDO
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Talking Point
- CDS
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Derivatives are a zero-sum game: true or false?
Anu Munshi, partner at B&B Structured Finance, explains that it is necessary to look at the cash...
Derivatives are bilateral contracts, so one party's loss is equal to its counterparty's gain and the...
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- CDS
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Provider Profile
- Technology
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One-stop valuation shop
David Pagliaro, EMEA commercial director, ABSXchange and Peter Jones, global head, Valuation Scenari...
David Pagliaro Q: When did ABSXchange and VSS launch? What is the hist...
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- Technology
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Job Swaps
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Aladdin expands brokerage operations ...
The latest company and people moves
Aladdin expands brokerage operations ...Aladdin is building its broker-dealer presence in the UK and...
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News Round-up
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Upside for FFELP student loan ABS
A round-up of this week's structured credit news
Upside for FFELP student loan ABSStructured finance analysts at JPMorgan note that FFELP student loa...
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Research Notes
- CDS
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More analysis on less CDS volume
Tim Brunne, senior credit strategist at UniCredit, looks at how CDS volumes are beginning to reflect...
Recent CDS volumes reflect the structural changes in the market. On 12 January Swedish firm TriOptim...
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- Trading
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Trading ideas: trash compactor
Dave Klein, senior research analyst at Credit Derivatives Research, looks at a capital structure arb...
The credit-equity trampoline continues to bounce equity and CDS levels to different highs and unequa...
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- CDS
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