Weekly Issue Archive »

Issue 20 - December 20th

  • Rumour has it...

      • A Christmas cajole

        Who ain't afraid of no ghosts?

        Approximately some of what follows does happen... The dealing room was a ghostly place the night...

  • Data

  • News

      • More LCDS talk

        European contract negotiations continue

        The expected meeting and vote over the contract specifications for European LCDS (see SCI issue 19)...

      • ABX tranches advance

        New documentation and new trades

        The sell-side advanced talks on standardised tranche documentation on the US ABX index this week. Me...

      • First Russian local CDO arrives

        Innovative emerging market deal could lead to more such trades

        OJSC Bank Zenit has launched the first CDO backed by a portfolio of Russian local corporate debt exp...

      • Citi sets SAILS

        New product aims to help investors protect against LBO risk

        Citigroup is believed to be the first bank to offer its customers leverage-triggered credit default...

  • Provider Profile

      • "We're fanatic about automation of data"

        Structured fixed income deal modelling data firm Intex is the subject of this week's Provider Profil...

        Boston and London based Intex Solutions has been providing structured finance models and analytics...

  • Job Swaps

  • News Round-up

      • Eurex releases iTraxx futures details

        A round up of this week's structured credit news

        Eurex releases iTraxx futures detailsEurex has confirmed that it will launch its exchange-traded cr...

  • Research Notes

      • Trading ideas - viva Las basis

        Dave Klein, research analyst at Credit Derivatives Research, looks at a negative basis trade involvi...

        Based on our survival-based valuation approach – which implicitly judges how rich or cheap bonds ar...

      • Constant proportion debt obligations

        Satyajit Das looks at the structure, economics and market for CPDOs

        The structured credit markets have emerged as a significant source of yield and return enhancement...


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