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Issue 42 - June 6th

  • Rumour has it...

      • Careful now

        Fire without a spark

        It was in one of those featureless side meeting rooms that specialist conference hotels insist on re...

  • Data

  • News

      • US futures' details announced

        First-to-launch credit index contract will differ from European model

        Both the Chicago Board of Trade and the US Futures Exchange announced details of their credit deriv...

      • RelVal opportunities revealed in European LCDS

        Recovery risk proportionate to the number of senior secured loans on an issuer's balance sheet

        Research published last week by BNP Paribas suggests that CDS on European leveraged loans offer str...

      • Lehman adds Mustique

        Innovative CDO-squared launched with mitigated high sub-prime exposure

        Arranger Lehman Brothers is currently marketing Securitized Product of Restructured Collateral Limit...

  • The Structured Credit Interview

      • Absolute understanding

        Campbell Smyth, a portfolio manager at Absolute Capital, answers SCI's questions

        Campbell Smyth Q: When, how and why did you and your firm become involv...

  • Job Swaps

      • Deutsche makes credit trading hires

        The latest company and people moves

        Deutsche makes credit trading hiresNick Pappas has joined Deutsche Bank as head of investment grade...

  • News Round-up

  • Research Notes

      • Trading ideas - stepping out

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

        The strong technical bid that has been evident recently in many of the homebuilders and lenders see...

      • Synthetic CDOs: made to measure - part 2

        The second in a two part guide to valuing bespoke and non-standard tranches by Richard Huddart and D...

        Moving on from part 1, we can now think about how to use this 'liquid' market base correlation info...


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