Weekly Issue Archive »

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...

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• Data

  • • CDR Liquid Index data as at 4 June 2007

      Source: Credit Derivatives Research

       Index Values   &a...

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• News

  • • Funds raise market manipulation concerns

      Hedge fund calls for amendment of the CDS on ABS template

      New York-based hedge fund Paulson & Co. and other funds involved in credit protection buying in...

  • • 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...

  • • Structured credit hedge funds edge higher

      Latest index figures indicate a reasonable April

      Both gross and net monthly returns for April 2007 in the Palomar Structured Credit Hedge Fund (SC HF...

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• 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...

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• 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...

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• News Round-up

  • • Portfolio CDS trading platform launches

      A round up of this week's structured credit news

      Portfolio CDS trading platform launchesQ-WIXX, an electronic platform for trading large portfolios...

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• 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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