Issue 49 - July 25th
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Rumour has it...
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Defining moment
It's you, you, you
Main Entry: ramp Pronunciation: 'ramp Function: verb Etymology: Middle English, from Anglo-Fre...
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Data
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CDR Liquid Index data as at 23 July 2007
Source: Credit Derivatives Research
Index Values &a...
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News
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Uncertainty prevails
Structured credit investors sit it out
The European indices edged slightly inward by mid-morning today, 25 July. However, investors look s...
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Cross-asset strategy
Non-credit instruments offer hedging solution
At current market levels being short iTraxx Europe Crossover is proving expensive for investors. As...
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Smoothing structure?
New CDO of ABS could lead the way
Deutsche Bank is marketing an innovative CDO of European mezzanine ABS CDS - Galileo 1 CDO...
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More permacap moves
One vehicle explains NAV dip and another begins share buy-back
Washington Square Investment Management's listed structured credit fund Carador plc announced a 2.5...
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Job Swaps
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Investment manager grows CDOs
The latest company and people moves
Investment manager grows CDOsSolent Capital, the specialist investment management group, has appoin...
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News Round-up
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Australian funds take further action
A round up of this week's structured credit news
Australian funds take further actionTroubled Australian fund Basis Capital has appointed Blackstone...
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Research Notes
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Trading ideas - bonds out of line
John Hunt, research analyst at Credit Derivatives Research, looks at a Vodafone Group bond switch
With markets widening amid continuing uncertainty on a number of fronts – from sub-prime to LBOs –...
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Ball in the bowl - part 1
In this two part series, the tail risk of CDOs is examined by Matt King and Michael Hampden-Turner o...
Investors have long struggled to understand the risks on structured credit relative to plain vanill...
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