Weekly Issue Archive »

Issue 40 - May 23rd

  • Rumour has it...

      • Waving not drowning?

        The tide is high...

        When King Cnut plonked himself down on the English coast at some point during the 11th century (exac...

  • Data

  • News

      • LCDX launches

        US Loan CDS index begins at last as further progress is made with standard tranches

        The long-awaited launch of LCDX (SCI passim) met with enthusiastic trading on its first day, 22 May...

      • Asian firsts

        Malaysian synthetic debuts as initial regional LCDS is traded

        The past week has seen two landmark deals in Asia, both of which are expected to be followed by sig...

      • Munis on the rise?

        Municipal CDO issuance expected to become a more regular event

        The US$2tr municipal securities market is attracting increasing attention from structured credit in...

      • Tables turned on ABX shorts

        Hedge funds left holding positions as market moves away

        The past few weeks have seen a gradual tightening of the ABX index, save for a slight reverse yester...

  • Talking Point

      • Keeping tabs

        Subordinated investors mindful of key-man risk

        The performance of a CDO portfolio is, to a certain extent, dependent on the expertise and skill se...

  • Job Swaps

      • Centerline hires for CLOs

        The latest company and people moves

        Centerline hires for CLOs Centerline Capital Group has hired John Trentos as an md and senior port...

  • News Round-up

      • Natixis brings DPI

        A round up of this week's structured credit news

        Natixis brings DPINatixis and BNP Paribas Asset Management have launched a first series of DPI note...

  • Research Notes

      • Trading ideas - lead trial balloon

        Dave Klein, research analyst at Credit Derivatives Research, looks at a positive carry short positio...

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

      • Dynamic portfolio insurance - part 3

        In this last part in the series, the DPI model is discussed and tested by Alessandro Muci, Domenico ...

        This section sees us make use of our research proprietary model based on a Monte Carlo Engine (MCE)...


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