Issue Archive

  • Issue 20 - December 20th

    • More LCDS talk

      European contract negotiations continue

      The expected meeting and vote over the contract specifications for European LCDS (see SCI issue 19)...

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  • Issue 19 - December 13th

  • Issue 18 - December 6th

  • Issue 17 - November 29th

    • Synthetic Trups CDOs moving closer?

      New rating methodology may help US synthetics, but European underlying could be adversely impacted

      Moody's has issued a comment paper on a revised approach for rating preferred stock and hybrid secur...

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  • Issue 16 - November 22nd

    • European LCDS debate rolls on

      Portfolio managers association calls for cancellability but not all agree

      The International Association of Credit Portfolio Managers (IACPM) joined in the debate over LCDS d...

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  • Issue 15 - November 15th

    • European LCDS revamped

      New documentation to bring increased liquidity

      Dealers met on Tuesday 14 November to thrash out new documentation for the European loan-based CDS...

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  • Issue 14 - November 8th

    • Inward and onward

      Structured bid and investors keep spreads narrowing

      Spreads in the main US and European CDS indices have been driven tighter over the past week with (s...

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  • Issue 13 - November 1st

    • Blackrock wins CRE CDO race

      First European CRE CDO arrives, but market still faces challenges

      Morgan Stanley has begun marketing the long-awaited debut European commercial real estate (CRE) CDO...

      Full Contents

  • Issue 12 - October 25th

  • Issue 11 - October 18th

    • Options on the rise

      No volatility, but there is more volume

      Despite falling volatility, the credit options market seems to be gaining some traction at last. In...

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  • Issue 10 - October 11th

    • Property CDS set for launch

      Standardised US product terms already under discussion

      A new generation of property-based credit derivatives products are targeted for launch in the US in...

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  • Issue 9 - October 4th

  • Issue 8 - September 27th

    • Post-roll surge

      Record volumes ease spread pressure, but structured bid expected to return

      The four trading days following last Wednesday's index roll saw record volumes of CDX and iTraxx in...

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  • Issue 7 - September 20th

  • Issue 6 - September 13th

  • Issue 5 - September 6th

  • Issue 4 - August 30th

    • Japanese CDOs boom

      Investor appetite for synthetics grows in Tokyo

      Synthetic CDOs are attracting a rapidly growing number and range of Japanese structured credit inve...

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  • Issue 3 - August 23rd

    • Risk lags spreads

      Below the surface of the past week's action

      The past week has seen significant narrowing of spreads in all iTraxx credit derivatives, providing...

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  • Issue 2 - August 16th

  • Issue 1 - August 9th