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Issue 25 - February 7th

  • Rumour has it...

      • The stress test

        Do we have the technology?

        Now that everyone's had a bit a breather, our friends the regulators are back on track and sniffing...

  • Data

  • News

      • Successor issues addressed

        New products and database on offer

        Continuing investor concerns over LBO risk specifically and succession entities under CDS contracts...

      • CDS case overturned

        US appeals court reverses potentially damaging ruling

        A US appeals court has overturned a previous court decision that had been seen as potentially damagi...

      • Negative basis on the wane?

        Indications suggest continued cash outperformance

        Dealers report that European investor appetite for negative basis trades has diminished considerably...

      • Hybrix ARM forwards launched

        New US mortgage products to begin trading

        Yesterday, 6 February, saw the launch of synthetic hybrid adjustable-rate mortgage (ARM) forward co...

  • Talking Point

      • Opportunities knocked

        CLO alternatives have limited appeal for the timebeing

        There has been much talk of a new wave of interest in credit opportunities funds, particularly foll...

  • Provider Profile

  • Job Swaps

      • Cohen expands into Asia

        The latest company and people moves

        Cohen expands into Asia Cohen & Company has established Cohen Asia, the firm's new asset ma...

  • News Round-up

      • NCCI debuts CRE CDO

        A round up of this week's structured credit news

        NCCI debuts CRE CDOWachovia is set to price the US$900m Nomura CRE CDO 2007-1, the first commercial...

  • Research Notes

      • Trading ideas - planes, trains, and no automobiles

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

        Even though spreads have tightened dramatically in IG, XO, and HY names over the past year, CDS cur...

      • ABX tranches - all systems go

        In advance of the scheduled 14 February launch of ABX tranches, Siobhan Pettit, Gregory Venizelos an...

        Standardised tranches of the North American ABX index (TABX) are expected to start trading in mid F...


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