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Issue 57 - September 26th

  • Data

  • News

      • Downgrades hit market value CDOs

        Liquidation fears could be overstated

        Downgrades of three US market value CDOs have renewed fears that the market may be swamped by liqui...

      • Loan indices face new tests

        LCDX settlement mechanism to be utilised

        The default of Movie Gallery is set to test the LCDX settlement mechanism for the first time. Meanw...

      • Subordinated MFI structure debuts

        Status as Tier 2 capital achieved

        Deutsche Bank has launched an unusual microfinance CLO. The €60m VG Microfinance-Invest deal is tho...

      • Manager impairments to rise

        Investors urged to continuously vet their CDO managers

        The long-predicted shakeout among CDO managers has begun. An increasing number of manager impairmen...

  • Job Swaps

      • Portfolio manager swap

        The latest company and people moves

        Portfolio manager swap Patrick Janssen has joined Prudential M&G as a portfolio manager for th...

  • News Round-up

      • CRE CDO-squared closed

        A round up of this week's structured credit news

        CRE CDO-squared closed NIB Capital has closed Scute 2007-2, a US$1.3bn-equivalent CDO-squared back...

  • Research Notes

      • Trading ideas - unbalanced reaction

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

        We recommend a negative basis trade on the Dow Chemical Co. 6s of October 2012, based both on Dow's...

      • What doesn't kill you makes you stronger

        The difference between the synthetic structured corporate credit market and the structured sub-prime...

        Bespoke synthetics Along with all markets using the acronym "CDO", bespoke synthetics have come un...


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