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Issue 38 - May 9th

  • Rumour has it...

      • No degrees of separation

        All trees and no wood

        Structural innovation is obviously a key differentiator in today's credit markets. Almost every new...

  • Data

  • News

      • Projected LCDX spreads tight

        Expectations for US loan CDS index spreads have narrowed, while discussions over tranches continue

        Dealer projections for LCDX spreads have got tighter in the weeks running up to the launch of the n...

      • Credit ETFs planned

        Two platforms to offer iTraxx-based exchange-traded funds

        Deutsche Bank and a joint venture between BNP Paribas and AXA Investment Managers will both shortly...

  • Talking Point

      • Looking to the future

        Buy-side firms are holding off from entering the credit futures market, but are watching it closely

        The failure of credit futures volumes to take off on Eurex is both an indication and a cause of the...

  • Provider Profile

  • Job Swaps

      • UBS re-hires Reader

        The latest company and people moves

        UBS re-hires Reader...Matt Reader, global head of correlation trading at RBS, has left the UK inves...

  • News Round-up

  • Research Notes

      • Trading ideas - down the property ladder

        Tim Backshall, chief credit derivatives strategist at Credit Derivatives Research, looks at a long-s...

        With the significant tightening that we have seen in homebuilder credits in the last few weeks (aga...

      • Dynamic portfolio insurance - part 1

        In this first of a three part series, DPI is explained and compared to CPPI and CPDO by Alessandro M...

        Dynamic Portfolio Insurance (DPI) is the latest innovation in synthetic credit markets building on...


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