Issue 71 - January 16th
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Data
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CDR Liquid Index data as at 14 January 2008
Source: Credit Derivatives Research
Index Values Value Week Ago ...
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News
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Liquidity rising
Distressed ABS attracts both buyers and sellers
A genuine distressed ABS market is taking shape amid continuing downgrades in the sector. Pricing a...
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Growing pains
Progress made on LCDS issues
The New Year has brought renewed impetus to resolve outstanding issues in the LCDS market on both s...
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Mixed asset, multi-jurisdiction
Innovative project finance CLO closed
Joint-arrangers ABN AMRO and Espirito Santo Investment have closed Lusitano Project Finance 1 - Eur...
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Centrally settled
New platform to reduce operational risks
In what is being hailed as a groundbreaking move for the industry, the Depository Trust & Clear...
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Talking Point
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Taking control
The need for flexible standards within derivatives processing to deliver greater STP is discussed by...
Everywhere you look at the moment in the financial sections of papers there is an unofficial league...
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Job Swaps
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Acquisitions emerge
The latest company and people moves
Acquisitions emerge In what is expected to become a broader trend, two larger CLO managers have re...
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News Round-up
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CDO EODs reach 60
A round up of this week's structured credit news
CDO EODs reach 60As of 14 January, S&P had received notification from CDO trustees of 60 non-mo...
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Research Notes
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Trading ideas: pear-shaped risk
Byron Douglass, senior research analyst at Credit Derivatives Research, looks at a CDX IG Series 9 t...
With the CDX IG five-year index trading above 100bp and after a significant amount of risk has shif...
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New Year, same challenges
Risk aversion on the iTraxx index is discussed by Andrea Cicione and Rajeev Shah, credit strategists...
Credit spreads ended 2007 at multi-year wides. Volatility on risk assets increased significantly du...
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