
Issue 109 - October 22nd
News


Over 70 buy-side delegates already confirmed

Alternative assets


Bespoke project finance CLO finds investors

CLOs


CLO managers face loan replacement quandary

Investors


Hedge funds seek differentiation in new strategies

Technology


Valuation models enhanced

Job Swaps

NewOak continues hiring spree Mezz fund launched Credit sales and trading head appointed CDPC ratings withdrawn Advisory group formed DTCC and LCH.Clearnet to merge Liffe and Markit sign agreement SNB to buy UBS impaired assets R3 close Lehman settlement agreement Dexia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

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


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


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

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