Issue 64 - November 14th
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Data
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CDR Liquid Index data as at 12 November 2007
Source: Credit Derivatives Research
Index Values Value Week a...
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News
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New market, new collateral
Alternative index mooted
Dealers are prepping a new index to enable trading referencing Alt-A securities instead of the long-...
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Eastern promise
Increased hedge fund activity expected in Asian credit
A new study finds that a growing amount of hedge fund capital is focused on credit markets in Asia....
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Replacement activity
Liquidations and losses could lead to CDO manager shake-out
Portfolio liquidations and manager losses have renewed focus on CDO managers' capabilities. This co...
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Final nail in the coffin?
SIV restructuring hastened by Moody's downgrades
Moody's has completed its second review of the SIV sector in as many months, resulting in negative...
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Job Swaps
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Axes keep swinging
The latest company and people moves
Axes keep swingingNotwithstanding some of the more excitable estimates of credit crunch-related sta...
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News Round-up
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Up and downs for CPDOs
A round up of this week's structured credit news
Up and downs for CPDOs Moody's has upgraded one CPDO and placed eight others on negative watch, as...
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Research Notes
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Trading ideas: consumed consumer
Byron Douglass, senior research analyst at Credit Derivatives Research, looks at a pairs trade on Mo...
We recommend a 'pairs trade' on Mohawk Industries versus Allegheny Energy Supply. We believe that t...
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Equity with principal protection - part 1
In this two-part series, methods of protecting equity holdings are examined by Domenico Picone and P...
In the current credit environment investors are shying away from investing in equity tranches of st...
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