Weekly Issue Archive »

Issue 13 - November 1st

  • Rumour has it...

      • The times they are a changin'

        The answer, my friends, is not necessarily blowing in the wind

        The ephemeral nature of human existence has occupied the minds of philosophers for centuries (you kn...

  • Data

  • News

      • 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...

      • US secondary market surge

        Synthetic CDO volumes rise and cash market term curve emerges

        CDO CDS trading has taken off in the US since confirms were standardised in June. It now represents...

      • More credit questions

        Cablecom trading raises ire

        In the wake of continuing insider trading accusations being levelled at the CDS markets, a dramatic...

  • The Structured Credit Interview

      • Fundamental value and values

        This week, Keith Ashton, head of structured credit at TIAA-CREF, answers SCI's questions

        Q: When, how and why did you/your firm become involved in the structured credit markets? A: TIAA-C...

  • Provider Profile

      • "A pricing consensus will emerge"

        In this week's Provider Profile we talk to software supplier Sophis about pricing challenges in exot...

        Sophis' risk management systems have been at the forefront of the derivatives markets for several y...

  • Job Swaps

      • Chapdelaine to be bought by CST

        The latest company and people moves

        Chapdelaine to be bought by CST Collins Stewart Tullet (CST) is set to buy New York-based brokerag...

  • News Round-up

      • New protocol readied

        A round up of this week's structured credit news

        New protocol readiedISDA convened a customer-dealer call on Monday, 30 October, to discuss the prop...

  • Research Notes

      • Trading ideas - rush hour

        Dave Klein, research analyst at Credit Derivatives Research, suggests a capital structure arbitrage ...

        GM is one of the most liquid North American CDS reference entities and was trading 'up- front' less...

      • FTD baskets and correlation - part 2

        In this second in a series of three articles, Shreepal Alex Gosrani, Priya Shah and Domenico Picone ...

        Motivation for FTD basket trades Yield enhancement and leverageThe advantage of the FTD is that i...


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