Issue Archive


  • Issue 825 - 23rd December


  • Issue 824 - 16th December


  • Issue 823 - 9th December


  • Issue 822 - 2nd December


  • Issue 821 - 25th November


  • Issue 820 - 18th November


  • Issue 819 - 11th November

    • British buffer

      UK RMBS set to weather recession

      The outlook for UK RMBS remains uncertain - despite optimism over borrower wealth buffers - as the c...

      Full Contents


  • Issue 818 - 4th November


  • Issue 817 - 28th October


  • Issue 816 - 21st October


  • Issue 815 - 14th October

    • Opening access

      Demand for CLO ETFs set to rise

      The popularity of CLO ETFs is set to increase, given the current rising interest rate environment. T...

      Full Contents


  • Issue 814 - 7th October


  • Issue 813 - 30th September


  • Issue 812 - 23rd September

    • STACR six priced

      Sixth low-LTV STACR of 2022 priced

      Freddie Mac priced STACR 2002-DNA6, its sixth low LTV STACR of the year, on Friday (September 16) af...

      Full Contents


  • Issue 811 - 16th September


  • Issue 810 - 9th September

    • Improved expectations

      Moody's raises EMEA corporate outlook

      Russia's decision to shut off the Nord Stream one gas pipeline has increased the risk of fur...

      Full Contents


  • Issue 809 - 2nd September

    • Concentrations hedged

      Deutsche Bank closes leveraged loan SRT

      Deutsche bank has finalized a 7.5-year synthetic securitisation that references a revolving US$2bn p...

      Full Contents


  • Issue 808 - 26th August

    • Insurance assurance

      Christopher Freeze, senior md and head of investor relations at Churchill Asset Management, answers SCI's questions

      Q: Churchill closed its inaugural collateralised fund obligation (CFO) last month. The US$700m trans...

      Full Contents


  • Issue 807 - 19th August


  • Issue 806 - 12th August


  • Issue 805 - 5th August


  • Issue 804 - 29th July


  • Issue 803 - 22nd July


  • Issue 802 - 15th July

    • Consumer SRT prints

      Klarna debuts capital relief trade

      Nordic consumer lender Klarna has finalized a synthetic securitisation backed by a portfolio of Germ...

      Full Contents


  • Issue 801 - 8th July


  • Issue 800 - 1st July

    • Chain reaction

      US container and railcar ABS examined

      Global supply chain issues could continue to support US container and railcar ABS. However, as this...

      Full Contents


  • Issue 799 - 24th June


  • Issue 798 - 17th June


  • Issue 797 - 10th June


  • Issue 796 - 3rd June


  • Issue 795 - 27th May


  • Issue 794 - 20th May


  • Issue 793 - 13th May

    • Risk transfer expansion

      MUFG finalizes synthetic securitisation

      SCI can reveal details of a transaction that MUFG Bank finalized at the end of March. Dubbed Monolit...

      Full Contents


  • Issue 792 - 6th May


  • Issue 791 - 29th April


  • Issue 790 - 22nd April

    • Legacy issues

      STS amendments prove challenging

      The amendment of legacy synthetic securitisations into STS compliant trades has proven to be a much...

      Full Contents


  • Issue 789 - 14th April


  • Issue 788 - 8th April


  • Issue 787 - 1st April


  • Issue 786 - 25th March


  • Issue 785 - 18th March

    • Some stabilisation

      European ABS/MBS market update

      The European and UK ABS/MBS markets saw some elements of stabilisation in the last few sessions of l...

      Full Contents


  • Issue 784 - 11th March

    • Expectation gap

      European ABS/MBS market update

      Macro volatility continued to push European and UK ABS/MBS spreads wider last week in a quiet second...

      Full Contents


  • Issue 783 - 4th March

    • Ramp up continues

      BMO completes leveraged loan SRT

      Bank of Montreal (BMO) has finalized the third synthetic securitisation from the Sauble programme. T...

      Full Contents


  • Issue 782 - 25th February


  • Issue 781 - 18th February


  • Issue 780 - 11th February


  • Issue 779 - 4th February


  • Issue 778 - 28th January


  • Issue 777 - 21st January


  • Issue 776 - 14th January

    • New moves

      Sector developments and company hires

      EMEA Ashurst is set to further expand its European securitisation team with the appointment of new...

      Full Contents


  • Issue 775 - 7th January

    • Angel Oak hits up MILNs

      In the third and final in our series of EOY interviews with investment managers about where they expect to see value in 2022, SCI caught up with Atlanta-based Angel Oak Capital Advisors.

      Colin McBurnette handles RMBS allocation for Angel Oak, and in 2021 he expanded the footprint of his...

      Full Contents


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