Issue 36 - April 25th
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Rumour has it...
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Political correction
What are words worth?
There are reports, albeit potentially very misleading ones, of a new era of political awareness acro...
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Data
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CDR Liquid Index data as at 23 April 2007
Source: Credit Derivatives Research
Index Values &a...
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News
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Unlocking equity
Early redemption of CDO doubles equity holder value
Pearl Group and NewSmith Financial Solutions have this week completed the early redemption of a CDO...
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CFXOs getting nearer
First rating agency methodology released as FX risk-based CDOs are prepped
Dealers continue to work on the latest evolution of CDO technology – collateralised foreign exchang...
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ABN brings first fully managed CPDO
New deal also offers both triple-A and double-A tranches
ABN AMRO last week launched the first fully-managed and fully-rated CPDO. The deal, which also offer...
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Tetragon attracts investor interest
Potentially huge CLO investor's IPO oversubscribed
Tetragon Financial Group Ltd last week became the latest structured credit investment vehicle to be...
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Talking Point
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Happy to succeed
Investors are sanguine over succession issues
Succession events can result in wild swings in CDS spreads and the cancellation of contracts. Howev...
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Job Swaps
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Walsh exits Dresdner
The latest company and people moves
Walsh exits Dresdner Bob Walsh, head of cash CDOs resigned from Dresdner Kleinwort on Monday. His...
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News Round-up
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First Spanish arbitrage CLO priced
A round up of this week's structured credit news
First Spanish arbitrage CLO pricedOn Monday Caja Madrid priced its debut CLO – the €500m Neptuno CL...
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Research Notes
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Trading ideas - WYE LEAPS?
Dave Klein, research analyst at Credit Derivatives Research, looks at a capital structure arbitrage ...
Credit and equity risk are unambiguously linked as the risk of debt holders not receiving their cla...
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LCDX - let's get it started in here
Citi's global structured credit strategy team discuss the loan CDS index that will be launched short...
The loan CDS index will be launched in the US in May of 2007, after having been postponed several t...
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