Weekly Issue Archive »

Issue 29 - March 7th

  • Rumour has it...

      • Dear shareholders

        A turn up for the books

        /cont. from previous page * * * * * * * * * * * * Oh, by the way, I nearly forgot: you may not h...

  • Data

  • News

      • Japanese government mulls CLO issuance

        Long-term fiscal plan could involve intensive structured credit issuance

        Japan's government has begun exploring the possibilities for securitising part of its extensive loa...

      • Index markets settle

        Calmer conditions allow some respite, albeit perhaps temporarily

        By this morning, Wednesday 7 March, the explosive activity in the credit markets seen over the past...

      • JDA receives mixed response

        New bank ratings policy to have a range of effects on structured credit

        Moody's implementation of its joint-default analysis (JDA) methodology has caused some consternatio...

      • TABX convergence possible

        New report identifies potential future path for ABX.HE tranches versus mezz SF CDOs

        Since the launch of tranches on the ABX.HE index (TABX) on 14 February (see SCI passim), ABX prices...

  • Talking Point

      • Real estate reporting issues

        The CRE CDO market currently lacks transparency, but participants are upbeat about potential improve...

        The variety and complexity of commercial real estate (CRE) CDO structures is making deal comparison...

  • Provider Profile

  • Job Swaps

      • Moffat to join Harbourmaster

        The latest company and people moves

        Moffat to join Harbourmaster Mark Moffat is leaving Bear Stearns, where he successfully led the bu...

  • News Round-up

      • LCDS indices delayed

        A round up of this week's structured credit news

        LCDS indices delayed International Index Company has announced that iTraxx LevX Index roll market...

  • Research Notes

      • Trading ideas - sub-prime performance

        Dave Klein, research analyst at Credit Derivatives Research, looks at a long butterfly trade on Coun...

        We most often trade a single-name credit curve with a view towards an improving or deteriorating ou...

      • Credit default swaps - part 2

        This, the second of a two part primer by Michael Hampden-Turner, Panayiotis Teklos, Michael Sandigur...

        We will now look at what types of investors are buying and selling credit default swaps and how the...


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