Issue 16 - November 22nd
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Rumour has it...
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Happy holidays?
Giving some thanks
Now is a time to give thanks: thanks that Thanksgiving isn't a global event (we did consider not men...
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Data
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CDR Liquid Index data as at 20 November 2006
Source: Credit Derivatives Research
Index Values Value Week Ago ...
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News
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European LCDS debate rolls on
Portfolio managers association calls for cancellability but not all agree
The International Association of Credit Portfolio Managers (IACPM) joined in the debate over LCDS d...
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Merrill taps Singapore retail
First principal-protected notes arrive, with more expected
Merrill Lynch launched on Monday what it describes as a first-of-its-kind Jubilee LinkGain note pro...
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iTraxx hovers on the edge
Index tightening could reverse in the short-term, while more LBO talk permeates singe names
The European CDS indices edged slightly tighter this week as the markets wound down either side of t...
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Provider Profile
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"You need a supplier that can match the market"
Credit derivatives pricing software firm Quantifi is the subject of this week's provider profile
Quantifi, founded in 2002 by the Australian Rohan Douglas – an ex-Citigroup head of credit derivati...
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Job Swaps
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NewSmith strengthens CDO focus
The latest company and people moves
NewSmith strengthens CDO focusNewSmith Financial Solutions (NSFS), the debt-focused advisory busine...
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News Round-up
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Fitch launches default index
A round up of this week's structured credit news
Fitch launches default index Fitch Ratings is today, 22 November, launching a new index to measure...
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Research Notes
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Trading ideas - flutterby
Tim Backshall, chief credit derivatives strategist at Credit Derivatives Research, suggests a CPDO d...
Both the US and EUR credit markets have been affected by the emergence of CPDOs. The huge leverage...
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