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Issue 67 - December 5th

  • Data

  • News

      • Cash no longer king

        Slew of synthetic single-tranche structures expected

        Dealers report growing appreciation among investors for synthetic single-tranche CDOs. With the sup...

      • Gloomy forecast

        Second SCI annual compensation survey shows negative expectations

        Respondents to SCI's 2007 compensation survey paint a bleak picture. Nearly all of the more than 30...

      • Index overkill?

        Value of new CDS indices questioned

        S&P is prepping three US CDS indices, one of which – with constituent weightings based on float...

      • Local trends

        Opportunities emerge in European sovereign CDS

        Sovereign CDS spreads have tended to diverge from bond spreads during the current credit crisis. A...

  • Job Swaps

      • Citadel buys E-Trade's ABS...

        The latest company and people moves

        Citadel buys E-Trade's ABS...In a US$2.5bn transaction led by affiliates of Citadel Investment Grou...

  • News Round-up

  • Research Notes

      • Trading ideas: skewed madness

        Byron Douglass, senior research analyst at Credit Derivatives Research, looks at a positive carry sh...

        Unwinds of leveraged super-senior trades have had two recent effects on the correlation market: sup...

      • Anatomy of a liquidation

        Concerns about structured finance CDO liquidations are discussed by JP Morgan's structured credit st...

        The prospect of wide-scale forced asset sales from a variety of sources – including SIVs, CDOs, dea...


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