Weekly Issue Archive »

Issue 12 - October 25th

  • Rumour has it...

      • Loan arrangements

        Liquid lurch

        The LevX European leveraged loan CDS index is finally on its way this Monday. Dealers are keen suppo...


  • Data


  • News

      • 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...

      • 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...


  • The Structured Credit Interview

      • 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...


  • Provider Profile

      • "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...


  • Job Swaps


  • News Round-up

      • 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...


  • Research Notes

      • 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...

      • 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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