Weekly Issue Archive »

Issue 45 - June 27th

  • Rumour has it...

      • The numbers don't lie

        Like a dog without a bone

        Figures can sometimes indicate far more than their sum. In this business they are occasionally the c...

  • Data

  • News

      • ABX finds its level

        Index market moves on as dealers discuss next roll

        The ABX has plumbed new lows since last week, but traders now expect it to drift until further stro...

      • Cat bond flood

        Three major deals launched, including first cat bond-squared

        Significant catastrophe bond issues covering the world's major time zones have come to the market i...

      • Cairn and JPM close first fully managed CPDO

        Deal meets with investor demand, but overall bottleneck in the sector remains

        On Monday, 25 June, JP Morgan closed the first fully managed rated CPDO, managed by Cairn Financial...

      • Permacap problems

        Listed structured credit vehicles continue to suffer

        Evidence of the severe impact that events in the US sub-prime market are still having on permanent...

  • The Structured Credit Interview

      • Modern investment management

        Andrew Crawford, executive director investment grade credit, and Vivek Jeswani, structured credit pr...

        Andrew Crawford Q: When, how and why did you and your firm bec...

  • Job Swaps

      • Citi hires correlation head

        The Latest company and people moves

        Citi hires correlation head Peter Keller has left Deutsche Bank in New York to join Citi as head o...

  • News Round-up

      • UK fund to bring CDPC

        A round up of this week's structured credit news

        UK fund to bring CDPC Hedge fund London Diversified Fund Management (LDFM) is to sponsor and manag...

  • Research Notes

      • Trading ideas - creeping steeper

        Tim Backshall, chief credit derivatives strategist at Credit Derivatives Research, looks at an IG-HY...

        The complex dynamics of HY and IG curve levels for US Homebuilders has been playing on our mind for...

      • ECMBX - a primer

        Chris Nias, quantitative securitisation research at Barclays Capital, looks at the soon-to-be-launch...

        The soon-to-be-launched ECMBX index comprises an equally weighted basket of 20 pay-as-you-go (PAUG)...


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