Issue 12 - October 25th
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Rumour has it...
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Loan arrangements
Liquid lurch
The LevX European leveraged loan CDS index is finally on its way this Monday. Dealers are keen suppo...
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Data
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CDR Liquid Index data as at 24 October 2006
Source: Credit Derivatives Research
Index Values Value Week Ago ...
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News
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CDS on CMBS for Japan
New product in the pipeline
Tokyo-based dealers are prepping the first CDS on Japanese CMBS trades. Local investors are sceptica...
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European spreads grind tighter
No end in sight to current range
Hopes that some overall spread widening might take place over the last week were dashed as data and...
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The Structured Credit Interview
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Correlating opportunities
This week, Eric De Sangues, chief investment officer at Avendis Capital, answers SCI's questions
Eric De Sangues Q: When, how and why did you/your firm become...
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Provider Profile
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"We evolve with the market"
In this week's Provider Profile we talk to the securitisation technology group at Deloitte & Tou...
The securitisation technology group at Deloitte & Touche (D&T), although managed as a dedic...
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Job Swaps
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Athilon re-jigs as CDPCs' plans unravel
The latest company and people moves
Athilon re-jigs as CDPCs' plans unravel Following the exit of ceo Paul Sclafani, CDPC Athilon Asse...
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News Round-up
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CMBX rolls and adds double-B tranche
A round up of this week's structured credit news
CMBX rolls and adds double-B tranche The CMBX Indices will roll today, October 25. In addition to...
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Research Notes
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Trading ideas - Mo' Money Clues?
Tim Backshall chief credit derivatives strategist at Credit Derivatives Research suggests a curve st...
It's been a turbulent few months for Marsh & McLennan Companies Inc (MMC) with spreads seemingl...
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FTD baskets and correlation - part 1
In this series of three articles, Shreepal Alex Gosrani, Priya Shah and Domenico Picone of the struc...
Mechanics A first-to-default (FTD) basket is a product that allows an investor to either buy or s...
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