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Issue 51 - August 8th

  • Rumour has it...

      • Wise guys?

        And if you need an explanation...

        FADE IN: MANAGER I was thinking that maybe you could come in with me. Take a piece of the place...

  • Data

  • News

      • Model risk spikes

        Dealers and investors search for solution

        Typical CDO valuation techniques have been compromised now that liquidity has dried up in both the...

      • Mixed views on monolines

        Opinions diverge over financial strength

        Amid CDS market volatility financials have been hit hardest of late – and among them monolines have...

      • Opportunistic fund launched

        New hedge fund to capitalise on risk premia compression

        New York-based BlueMountain Capital Management has launched a new hedge fund – BlueMountain Defensi...

  • Job Swaps

      • Asian credit products move

        The latest company and people moves

        Asian credit products move Lehman Brothers has appointed George Sun as managing director and head...

  • News Round-up

  • Research Notes

      • Trading ideas - over and under

        Dave Klein, research analyst at Credit Derivatives Research, looks at a pairs trade involving the CD...

        Given the difficulty in sourcing single-name CDS trades right now, we turn our trade attention to t...

      • After the turmoil

        Challenges and opportunities in the CLO and loan markets are discussed by Mikhail Foux, Ratul Roy an...

        The leveraged loan problems have been widely publicised in the past several weeks. The news media –...


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