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Issue 134 - April 29th

• News Analysis

  • ABS

    • Hot property

      Investors move along the curve as ABS spreads race in

      Tightening spreads in US consumer ABS are forcing a number of accounts to move along the curve in or...

  • Emerging Markets

    • Primed for growth

      Recovery fund to target emerging market exposures

      Emerging markets look set to fuel the next stage of global growth and the latest recovery fund is ex...

  • Regulation

    • Countercyclical capital

      Moves are afoot to address ratings migration within Basel 2

      The eight-notch downgrade of Zions Bancorp last week sparked concern about the potential incompatibi...

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• News

  • Operations

    • Stress-test nerves drive market sentiment

      Mixed economic data and earnings announcements last week could not overcome the market's nervousness...

  • • UK guarantee to spark new lending?

      Further details were released about the UK government's RMBS guarantee programme (see last week's is...

  • Ratings

    • MEPs endorse strict rules for CRAs

      Strict rules to improve transparency and independence of European credit rating agencies (CRAs) were...

  • Regulation

    • Concerns mount over 'forum shopping'

      Following an ECB workshop on its new Financial Vehicle Corporations (FVCs) Regulation, there is grow...

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• Job Swaps

  • • Negative basis fund launched

      The latest company and people moves

      Assenagon has launched a UCITS III fund - dubbed Assenagon Credit Basis - whose...

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• News Round-up

  • • CLO manager mitigates counterparty risk

      A round up of this week's structured credit news

      Harbourmaster Capital Management is proposing to implement a credit support annex (CSA) on six of it...

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• Research Notes

  • CDS

    • Charting a course through the CDS Big Bang

      Damiano Brigo, md of the quantitative team of Fitch Solutions in London, warns that the proposed sta...

      Barclays, Goldman Sachs, JPMorgan and Markit (BGJM) (2009), seconded by ISDA, have recently proposed...

  • Trading

    • Trading ideas: house party

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

      We consider a trade on KB Home (KBH), a name with CDS trading at levels not seen since July 2007. KB...

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