Weekly Issue Archive »

Issue 23 - January 24th

  • Rumour has it...

      • Caveat empty

        A parabolic parable

        A phone is dialled in New York and another only a few blocks away is answered... The briefest plea...

  • Data

  • News

      • Rare opportunity finds favour

        Investors embrace new European stressed credit opportunities fund

        A first-of-its-kind credit opportunities fund focussing on sub-par European credit is understood to...

      • Tighter and tighter

        Index markets move slowly ever inward as curve plays become a focus

        Dealers report quiet market conditions in the main indices as historic or near historic tights conti...

      • Omicron and WestLB bring LSS twist

        Innovative leveraged super senior structure combines with actively managed CDO of European ABS

        Carnuntum High Grade I, a €1bn CDO of high grade European ABS, is currently being marketed by lead...

      • Basel II possibilities

        Granularity rules provide arbitrage potential

        Despite efforts to refine Basel II prior to its final release, some distortions remain in the formul...

  • Talking Point

      • Strength and depth?

        Q-WIXX questions from the buy-side

        Q-WIXX, Creditex's new electronic platform for trading credit derivatives portfolios, is expected t...

  • Provider Profile

  • Job Swaps

      • Lehman acquires to expand in Asia

        The latest company and people moves

        Lehman acquires to expand in Asia Lehman Brothers has agreed to buy 100% of Grange Securities Limi...

  • News Round-up

      • DBRS revises CDO criteria

        A round up of this week's structured credit news

        DBRS revises CDO criteria Dominion Bond Rating Service has announced changes to its methodology fo...

  • Research Notes

      • Trading ideas - waste tightener

        Dave Klein, research analyst at Credit Derivatives Research, looks at an outright long trade on Alli...

        When we have a fundamental outlook on a credit, we prefer to put on positive-carry, duration-neutra...

      • Trading equity tranches - part 3

        In this series of three articles, Richard Huddart and Domenico Picone of the structured credit resea...

        Combo note investors As we documented in our publication CDO Combo notes, 11 November 2005, the pr...


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