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Issue 109 - October 22nd

News

Free Article New York conference line-up announced


Over 70 buy-side delegates already confirmed

Alternative assets

Exeter Blue launched


Bespoke project finance CLO finds investors

CLOs

Loan trouble


CLO managers face loan replacement quandary

Investors

Convexity in vogue


Hedge funds seek differentiation in new strategies

Technology

Free Article Vendors step up


Valuation models enhanced

Job Swaps

Credit analyst resurfaces

NewOak continues hiring spree
Mezz fund launched
Credit sales and trading head appointed
CDPC ratings withdrawn
Advisory group formed
DTCC and LCH.Clearnet to merge
Liffe and Markit sign agreement
SNB to buy UBS impaired assets
R3 close Lehman settlement agreement
Dexia reviews FSA's future
Ambac names president and ceo


The latest company and people moves

News Round-up

Free Article Credit stability incorporated in rating opinions

RMBS recovery assumptions revised
Fitch reviews counterparty criteria
Lehman-related CSOs downgraded
Asian CSOs impacted
ISDA comments on CDS misperceptions
Japanese CSA updated
Free services on offer for buy-side
CFOs on watch
Mixed performance for SME CDOs
CDO manager ratings updated
WaMu protocol launched
Monolines to benefit from TARP?
Portfolio compression runs completed
Corporate CDS under pressure
Markit Metrics data released
Monoline risk-adjusted pricing analysed
Credit risk stress-tested
EVVLF downgraded
EC calls for credit risk mitigation proposals
CPDOs hit
Analytical tool launched
IMF calls for coherent response
Sigma-backed CDOs downgraded again
Japanese CDOs impacted
Total return indices launched
Commercial property indices flat for August
Carador reports
Reval releases new upgrade


A round up of this week's structured credit news

Research Notes

A first look at new accounting rules: possible asset re-classifications under IAS 39


Hans Vrensen, head of European securitisation research at Barclays Capital, assesses the impact of IAS 39 asset re-classification on the securitisation market

Trading ideas: still printing


Byron Douglass, senior research analyst at Credit Derivatives Research, looks at an outright long on Xerox Corp

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