Weekly Issue Archive »

Issue 34 - April 11th

  • Rumour has it...

      • Haiku

        Gesundheit!

        The results are in for last week's structured credit haiku competition, and the winners (we ended up...

  • Data

  • News

      • More SIVs to come

        Latest vehicle precursor for a number of innovative structures

        Details were announced last week of the latest structured investment vehicle (SIV) under preparatio...

      • ABX values

        New research looks to identify fair and relative value in the ABX market

        The US sub-prime sell-off has hit the ABX market particularly hard, but now – amid significant re-p...

      • On the hedge?

        Equity tranche hedging a consideration as correlation levels near their peak

        Current correlation levels are close to replicating those seen during the correlation crisis. At pr...

      • Barclays offers new angle with Sachsen

        Innovative managed cash term-funded arbitrage CDO of ABS launched

        Barclays Capital is in the market with a new twist on SIV-lite technology – Sachsen Funding I. To m...

  • Talking Point

      • Spotlight on CRE CDO managers

        Tiering likely to become an issue

        Fears of sub-prime contagion or a broader market downturn and increasing investor sophistication are...

  • The Structured Credit Interview

      • Process oriented investors

        This week, Markus Kroll, principal at Palomar Capital Advisors, answers SCI's questions

        Markus Kroll Q: When, how and why did your firm become involve...

  • Job Swaps

      • RBS hires in structured credit

        The latest company and people moves

        RBS hires in structured credit The Royal Bank of Scotland has announced two senior structured cred...

  • News Round-up

      • Market searches for direction

        A round up of this week's structured credit news

        Market searches for directionCDS index spreads drifted generally tighter over the past week on ligh...

  • Research Notes

      • Trading ideas - loans and lines

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

        Our basic approach to our monthly relative-value pairs trading ideas is to look for convergence bet...


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