Weekly Issue Archive »

Issue 1 - August 9th

  • News

    • CLOs

      • Succession fears allayed

        Potential tax-free spin-offs appear limited

        Investor concerns about the possible acceleration of succession events affecting the credit default swaps (CDS) markets were allayed somewhat last week. At the same time, the trading opportunities brought about by the CDS price volatility generated b...

      • Transatlantic shift

        Disparity expected in the target market for US and European LCDS indices

        As talks continue among dealers over the make-up of proposed new credit default swap indices referencing their respective leveraged loan markets either side of the Atlantic, it appears the focus of the new products will - initially at least - diverge...

  • Talking Point

    • CLOs

      • Present and future

        A few thoughts from SCI to SCIs

        Welcome to the first issue of Structured Credit Investor. Normally this section will, as its name suggests, be the place to come for rumour and gossip – the remainder of SCI will deal in facts, however. 'Rumour has it...' will usually be...

  • The Structured Credit Interview

    • CLOs

      • Building on a strong platform

        This week, David Littlewood, director and one of the founding partners of Cairn Capital, responds to...

        ? David Littlewood Q: When, how and why did your firm become involved in the structured credit markets?A: Cairn Capital was formed in 2004 by a group of market professionals who had many years of experience acro...

  • Provider Profile

    • CLOs

      • "The more complex the problem, the more comfortable we are"

        Profiling Misys Summit

        ? In this week's Provider Profile we talk to Dan Cohen* and Emmanuel Nusimovici** from Misys Banking Systems. Misys Summit, part of the Misys technology empire since 1997, attributes its reputation as a star performer in the credit derivatives se...

  • Market Moves

    • ABS

      • BGI expands credit research

        The latest people and company moves

        BGI expands credit research Asset manager Barclays Global Investors (BGI) has announced the appointments of leading academic and industry experts to its extensive global research staff. BGI has built one of the largest scientific research organizati...

      • Fitch launches stability scores

        A round-up of all the week's structured credit news

        ? Fitch launches stability scores Fitch Ratings has launched a set of stability scores for synthetic CDOs that are designed to provide a better understanding of the prospective stability of ratings assigned to CDO tranches by indicating the propen...

    • CLOs

      • Synthetically managing bond portfolios

        Replicating bond indices using credit derivatives

        ? Dominic Kini, Quantitative Credit Strategist at ABN AMRO, and Gregorios Venizelos, Credit Derivatives Strategist, at ABN AMRO, explain the benefits and mechanics of bond index replication. This article focuses on a lo...


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