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Issue 70 - January 9th

  • Data

  • News

      • CPDO crunch

        Rating agencies clamp down on market value deals

        Moody's and S&P placed over €2.4bn of CPDO paper on review for downgrade at the end of December...

      • Sign of the times

        Dynamic CDO valuation model mooted

        The standard copula-based CDO valuation model has been shown, over the last six months, to have sig...

      • Moscow pulse

        Russian SME CLO debuts

        UniCredit Aton has closed an unusual two-tiered transaction dubbed TransAlp 2 Securities - Moscow R...

      • CRE concerns bite

        CMBX relative value remains

        CMBX spreads appear to have settled on a widening bias, having traded in an extremely wide and vola...

      • Conference launch

        Details of SCI's CORE 08 conference revealed

        Structured Credit Investor, in collaboration with Financial Technologies Forum, has announced initia...

  • Talking Point

      • Credit 101

        The fundamentals of risk assessment are discussed by Jane Klemmer, risk management consultant and fo...

        Much has been written over the past few months about the unravelling of the sub-prime mortgage mark...

  • Job Swaps

      • Credit head hired

        The latest company and people moves

        Credit head hired Joachim Erhardt, formerly head of credit structuring for West LB in London, has...

  • News Round-up

      • ABX roll postponed

        A round up of this week's structured credit news

        ABX roll postponedAs predicted in SCI issue 61, the ABX.HE index roll has been postponed for three...

  • Research Notes

      • Trading idea: bull's-eye

        Byron Douglass, senior research analyst at Credit Derivatives Research, looks at an outright short o...

        In today's trade, we take advantage of our enhanced Multi Factor Credit Model (MFCI), which shows T...


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