Issue 28 - February 28th
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Rumour has it...
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Some of the President's men
A light touch means so much
FADE IN: REPORTER talking softly from a relatively private phone in the newsroom. The voice of the...
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Data
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CDR Liquid Index data as at 27 February 2007
Source: Credit Derivatives Research
Index Values &a...
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News
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CPDOs being cranked up
Floodgates set to open as CPDO issuance comes back on the agenda
Bankers are now re-starting their CPDO-related activities in anticipation of the end of the rating...
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Taste of CCOs to come
New deal a sign of impending increase in commodities-based issuance
Credit Suisse International has begun marketing a synthetic collateralised commodities obligation (...
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Property boom?
US, Asian and European initiatives continue to appear
Notwithstanding the continued heavy pressure on the US sub-prime mortgage market, property remains a...
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Pioneering reinsurance CDO launched
Risk management vehicle for reinsurer expected to be the first of many
Société Générale has launched the debut European synthetic CDO of insurance and reinsurance compani...
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Talking Point
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Operationally challenged
Vanilla CDS backlogs may have diminished, but buy-side firms still have other processing concerns
Buy-side firms continue to have concerns over credit derivatives processing, particularly with besp...
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Job Swaps
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McEneny joins Lloyds TSB
The latest company and people moves
McEneny joins Lloyds TSB Credit derivatives law specialist Greg McEneny has joined Lloyds TSB Corp...
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News Round-up
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Euromax VI on the road
A round up of this week's structured credit news
Euromax VI on the road Collineo Asset Management is bringing a new CDO of ABS that aims to take ad...
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Research Notes
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Trading ideas - diving in
Dave Klein, research analyst at Credit Derivatives Research, looks at a negative basis trade on Devo...
Our survival-based valuation framework – which implicitly judges how rich or cheap bonds are to the...
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Credit default swaps - part 1
This, the first of a two part primer by Michael Hampden-Turner, Panayiotis Teklos, Michael Sandigurs...
By any benchmark, the recent growth of credit derivatives has been remarkable, develo...
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