Weekly Issue Archive »

Issue 43 - June 13th

  • Rumour has it...

      • Houses of ill repute?

        Big boys don't cry

        The issue of reputational risk reared its head again in this week's lead news story - 'Inv...

  • Data

  • News

      • Investor arbitrage?

        Recent deals fuel suspicions over the drivers for some CDOs

        Structured credit investors on both sides of the Atlantic are reporting increasing concern over the...

      • Monolines' CDS and bonds diverge

        Differing spreads on insurers and wrapped bonds offer potential trading opportunity

        Monoline insurers' CDS spreads have been heavily impacted as a result of their exposure to the US s...

      • First CRO launched

        Catastrophe risk market takes next step with actively managed CDO offering diverse underlying

        Goldman Sachs, Nephila Capital and Swiss Re have closed the first ever catastrophe collateralised r...

  • Talking Point

      • CDS focus

        Default swaps and implied write-downs key talking points at Barcelona

        CDS was a dominant theme in the CDO panels at this week's Global ABS conference in Barcelona, thank...

  • Job Swaps

  • News Round-up

      • Cov-lites raising CLO risks

        A round up of this week's structured credit news

        Cov-lites raising CLO risks In a new report, S&P says covenant-lite loans – fuelled by the LBO...

  • Research Notes

      • Trading ideas - oranges and lemons

        Dave Klein, research analyst at Credit Derivatives Research, looks at a positive-carry short on Deut...

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


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