Issue 31 - March 21st
Rumour has it...
Middle kingdom come?
Data
Source: Credit Derivatives Research
News
A variety of structures now coming through
A clearer picture is appearing of firms' exposure to sub-prime residuals
Crossover takes the brunt as CPDOs make little impact
Moody's announces JDA changes as Fitch issues support rating floors
New report examines short-term impact and long-term outlook
Details of SCI's Exotics '07 conference revealed
Talking Point
New loan instruments could be led by CDPCs
Provider Profile
In this week's Provider Profile, SCI talks to outsourced buy-side technology provider Sky Road
Job Swaps
The latest company and people moves
News Round-up
A round up of this week's structured credit news
Research Notes
Dave Klein, research analyst at Credit Derivatives Research, looks at a curve flattener on JC Penney Company
Michael Hampden-Turner and Michael Sandigursky of the European quantitative credit strategy and analysis group at Citigroup, look at the iTraxx index futures contracts due to be launched on Eurex next week
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