Weekly Issue Archive »

Issue 47 - July 11th

  • Rumour has it...

      • First past the post

        Equal but different

        In a land probably far, far away and quite possibly many years in the future, a journalist calls a b...

  • Data

  • News

      • Testing times

        Sustained broad-based concerns drive market

        European indices gapped wider this morning, Wednesday 11 July, following on from both US and Europe...

      • CDO of ABS haircuts to rise

        Increases in margin calls could create forced selling from some hedge funds

        Recent woes of some structured credit hedge funds (SCI passim) have generated increasing investor c...

      • Brave new world?

        European CLO environment undergoing change

        Half-year figures from banks published in the past week show healthy CLO issuance volumes and the p...

      • Unusual dynamic CDO marketed

        Multiple maturity deal brought with a dynamic bucket

        Lead arranger BNP Paribas is marketing an unusually structured synthetic CDO, which will be managed...

  • The Structured Credit Interview

      • Manager-squared

        James Smigiel, head of fixed income, Gregory Soeder, portfolio manager, and David Aniloff, portfolio...

        Q: When, how and why did you and your firm become involved in the structured credit markets?A: SEI...

  • Job Swaps

  • News Round-up

      • Sub-prime CDOs reviewed

        A round up of this week's structured credit news

        Sub-prime CDOs reviewed S&P is reviewing its global universe of rated CDO transactions with ex...

  • Research Notes

      • Trading ideas - AL aboard!

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

        By combining our fundamental analyst's rankings with a unique debt versus equity implied risk rank...

      • Gap risk: structured credit beyond CDOs

        The structured credit strategy team at Royal Bank of Scotland provides a primer on gap risk

        That the search for yield is driving the rapid growth in structured credit is perhaps approaching t...


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