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Issue 65 - November 21st

  • Data

  • News

      • New issues

        Post-credit crunch originated CLOs emerge

        The first CLOs to be collateralised by leveraged loans originated post-credit crunch have hit the m...

      • Volatility strikes again

        Increased likelihood of cash-out event for financial CPDOs

        The unprecedented volatility in financial CDS has hit the CPDO sector once again (SCI passim), with...

      • One for all?

        Unified indices could spur portfolio innovation

        Markit's acquisition of International Index Company (IIC) and CDS IndexCo should bring some standar...

      • At a loss

        ABX plunges, but is it an accurate reflection of loss expectations?

        Despite a brief respite, the plunge in the ABX indices has continued this week. At the same time, th...

  • Job Swaps

      • Kent Kershaw moves to ICG

        The latest company and people moves

        Kent Kershaw moves to ICGDagmar Kent Kershaw is joining Intermediate Capital Group (ICG) to head it...

  • News Round-up

      • Tapping into transparency

        A round up of this week's structured credit news

        Tapping into transparency Two analytics firms last week moved to capitalise on the growing demand...

  • Research Notes

      • Trading ideas: retailer reticence

        Tim Backshall, chief credit derivatives strategist at Credit Derivatives Research, looks at a pairs ...

        This week's retailer earnings have been disappointing but maybe not so surprising, given our contin...

      • Equity with principal protection - part 2

        In the second part of this series, variations to the basic equity principal protection strategy are ...

        To show the early redemption mechanics of equity principal protection, we have so far concentrated...


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