Weekly Issue Archive »

Issue 17 - November 29th

  • Rumour has it...

      • Decline and fall

        Whose default is it?

        The way some market fantasists - often the desperate, as well as those talking up their ve...

  • Data

  • News

      • Synthetic Trups CDOs moving closer?

        New rating methodology may help US synthetics, but European underlying could be adversely impacted

        Moody's has issued a comment paper on a revised approach for rating preferred stock and hybrid secur...

      • Zero recovery CDS mooted

        Standardised products to be offered on iTraxx indices

        Interest in fixed rate of recovery default swaps is picking up in Europe. As a result, moves are bei...

      • iTraxx vol spikes

        Increased activity and volatility drives index spreads wider as correlation investors look to mezz

        Tuesday saw one of the busiest and most volatile days of the year in iTraxx index trading. For examp...

      • France eases credit capital rules

        New regulation should encourage protection buyers

        France's banking regulator, Commission Bancaire (CB), has agreed to repeal unpopular regulatory capi...

  • The Structured Credit Interview

      • Leveraging loans

        This week, Nicolas Bravard, partner of Alpstar Management's hedge fund business, answers SCI's quest...

        Nicolas Bravard Q: When, how and why did you/your firm become involved...

  • Provider Profile

  • Job Swaps

      • XLCA appoints Tuntono

        The latest company and people moves

        XLCA appoints Tuntono XL Capital Assurance (XLCA) has hired Evelyn Tuntono as vp in its CDO group....

  • News Round-up

      • Dura prices fixed

        A round up of this week's structured credit news

        Dura prices fixed Yesterday, 28 November, Creditex and Markit – in partnership with 12 major credi...

  • Research Notes

      • Trading ideas - trial separation

        Tim Backshall, chief credit derivatives strategist at Credit Derivatives Research, looks at a negati...

        The basis, or cash-CDS differential, tends to move on the back of a number of technical and fundame...

      • Credit range accruals - part 1

        In this series of three articles, Shreepal Alex Gosrani, Emiliano Formica and Domenico Picone of the...

        Range accrual structures have been a feature of the interest rate derivatives market for some time...


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