Weekly Issue Archive »

Issue 130 - April 1st

  • News Analysis

    • CDS
      • Recovery revisited

        Call for increased transparency around CDS recovery rates

        With the string of single-digit recoveries hitting the market in the wake of Lehman Brothers' defaul...

    • Ratings
      • Work in progress

        Future role of rating agencies debated

        HVB's SME CLO Geldilux TS 2008, a deal rated less than a year ago, was put on downgrade review by Mo...

    • CMBS
      • Real estate realities

        US CMBS tightens as TALF overpowers fundamentals

        The inclusion of vintage triple-A CMBS for TALF and PPIP financing is already producing positive res...

    • RMBS
      • Non-conforming concerns

        Warning over future severity of losses for non-conforming RMBS

        Loss severities revealed in investor reports last week for a number of UK non-conforming RMBS have s...


  • News

    • Indices
      • Sovereign CDS index debuts

        Credit Derivatives Research (CDR) has launched the first index designed to track the credit risk of...


  • Job Swaps


  • News Round-up

      • Regulatory reform plan unveiled

        A round up of this week's structured credit news

        US Treasury Secretary Tim Geithner revealed his proposed regulatory reform programme on Monday, 30 M...


  • Research Notes

    • CLOs
      • Don't miss the trees for the forest

        Madhur Duggar and Batur Bicer, structured credit strategists at Barclays Capital, find that turbo do...

        With the market focused on the risk of imminent and systemic collateral downgrades, the temptation i...

    • Trading
      • Trading ideas: rolling along

        Dave Klein, senior research analyst at Credit Derivatives Research, looks at a capital structure arb...

        In our past few capital structure arbitrage strategy pieces, we noted that credit and equity reconne...



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