Weekly Issue Archive »

Issue 30 - March 14th

  • Rumour has it...

      • Spies like us

        Happy, Smiley people

        When you think about it (not always the most sensible course of action...), the bulk of what we do (...

  • Data

  • News

      • R-Evolution returns

        Structure re-launches following rating agency CPDO hiatus

        Calyon is marketing a revised version of its R-Evolution product, a dynamic portfolio insurance (DP...

      • Vol opportunities

        Mixed value for structured credit issuers during heightened volatility

        Increased volatility and consequent wider spreads in recent weeks has theoretically brought with it...

      • Japanese CDS boost

        New index and potential curve plays bolster market

        A new iTraxx Japan 80 index is set to be introduced, with effect from Series 7 on March 20 2007, fo...

  • Talking Point

      • Diversifying CDPCs

        Credit derivative product companies are looking to widen their product offering

        The nascent credit derivative product company industry is gravitating towards other asset classes....

  • The Structured Credit Interview

      • Managing collateral and more

        Peter Vinella, president and ceo of Wilmington Trust Conduit Services, answers SCI's questions

        Peter Vinella Q: When, how and why did you and your firm becom...

  • Job Swaps

      • JP Morgan gets Sheen

        The latest company and people moves

        JP Morgan gets SheenColin Sheen is joining JP Morgan in New York to trade synthetic ABS after leavin...

  • News Round-up

  • Research Notes

      • Trading ideas - room for reservations

        Dave Klein, research analyst at Credit Derivatives Research, looks at a positive-carry short trade o...

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

      • The road to recovery

        Jean-Baptiste Gaudemet, senior consultant at Sophis, takes an in-depth look at recovery rates and ar...

        The emergence of credit derivatives such as credit default swaps (CDS) has lulled many credit inves...


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