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Issue 53 - August 29th

  • Rumour has it...

      • Mad as hell

        I [don't] see a clinic full of cynics

        We apologise in advance to those with delicate sensibilities for the aggressive tone in this week's...

  • Data

  • News

      • Constant proportion flurry

        Several deals brought to market

        The past week has seen a flurry of CPDO and CPPI deals brought to market as issuers took advantage...

      • Euro CLOs show stability

        Structures compare favourably with other structured credit products

        Research published by the structured credit strategy team at Royal Bank of Scotland examines the st...

      • Permacap values

        Carador reveals valuation methodology

        Washington Square Investment Management's permanent capital vehicle Carador plc published an interi...

      • SIVs sell assets

        Investment vehicles at or close to enforcement action triggers

        Losses at Cheyne Finance, a SIV managed by Cheyne Capital Management, triggered an enforcement even...

  • The Structured Credit Interview

      • Deriving value

        Fabiana Gambarota, chief investment officer at P&G Alternative Investments, answers SCI's questi...

        Fabiana Gambarota Q: When, how and why did you and your firm b...

  • Job Swaps

      • ABS correlation trader hired

        The latest company and people moves

        ABS correlation trader hired Chris Carman, who latterly ran ABS correlation trading at Citi, is bel...

  • News Round-up

      • Listed fund seeks liquidity

        A round up of this week's structured credit news

        Listed fund seeks liquidityCarlyle Group's permacap vehicle Carlyle Capital Corporation (CCC) liste...

  • Research Notes

      • Trading ideas - Labor Day (bond) sale

        John Hunt, research analyst at Credit Derivatives Research, looks at a negative basis trade referenc...

        Macy's, Inc has been the subject of LBO rumours and ranks in the top 5% of firms according to CDR's...


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