Weekly Issue Archive »

Issue 31 - March 21st

  • Rumour has it...

      • Fund of funds

        Middle kingdom come?

        If you bring up LTCM in conversation these days (not actual 'long-term capital management', which re...

  • Data

  • News

      • New CPDOs begin to emerge

        A variety of structures now coming through

        Details of the first second-generation CPDOs to be issued since the rating agency re-think on the s...

      • Residual risk realised

        A clearer picture is appearing of firms' exposure to sub-prime residuals

        Although thousands of column inches have been written about sub-prime in the last few weeks, the ef...

      • Orderly but active roll

        Crossover takes the brunt as CPDOs make little impact

        The first day of trading in the new iTraxx indices yesterday saw strong activity, but no sign of the...

      • Bank rating revisions

        Moody's announces JDA changes as Fitch issues support rating floors

        Following investor outcry (see SCI issues 29 & 30), Moody's Investors Service has formally anno...

      • SF CDOs avoid sub-prime contagion

        New report examines short-term impact and long-term outlook

        A wide array of investors are concerned about the impact of potential CDO losses (actual or mark-to...

      • Conference call

        Details of SCI's Exotics '07 conference revealed

        Structured Credit Investor has announced initial details of its groundbreaking one-day conference &a...

  • Talking Point

      • Infrastructure LCDS proposed

        New loan instruments could be led by CDPCs

        Basel II is expected to boost opportunities for entities looking to offer CDS contracts on new asse...

  • Provider Profile

      • "How soon, how soon, how soon?"

        In this week's Provider Profile, SCI talks to outsourced buy-side technology provider Sky Road

        Sky Road, founded in 2005, describes itself as a custom hosted technology solution for hedge funds...

  • Job Swaps

      • Calyon sues over staff defections

        The latest company and people moves

        Calyon sues over staff defections Calyon is suing Mizuho Securities over the defection of the Fren...

  • News Round-up

      • Asian role for Solent's Centris

        A round up of this week's structured credit news

        Asian role for Solent's Centris HSBC has closed US$200m-equivalent worth of Centris notes, a princ...

  • Research Notes

      • Trading ideas - pick it up

        Dave Klein, research analyst at Credit Derivatives Research, looks at a curve flattener on JC Penney...

        With the ongoing volatility in the markets, it is easy to be a bear these days and ignore bullish t...

      • The future of iTraxx

        Michael Hampden-Turner and Michael Sandigursky of the European quantitative credit strategy and anal...

        The 27 March 2007 will see the launch of the new 5-year iTraxx Investment Grade, High Volatility an...


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