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Issue 72 - January 23rd

  • News

      • Mixed messages

        Confidence in monoline risk identification shaken

        The double-blow of unexpected increases in exposure to troubled assets and capital raising constrai...

      • European index buzz

        ECMBX on its way, new product in the works

        Renewed efforts are underway to launch a suite of European structured finance CDS indices. Dealers e...

      • Hedge risk

        CDS contracts under increasing stress as hedging tools

        CDS contracts are expected to come under increasing stress this year as the risk of defaults rises...

      • First to default?

        New credit event imminent

        The market is bracing itself for a credit event to be called on Quebecor World, a constituent of the...

  • Talking Point

      • Gaining momentum

        Proactive portfolio reconciliations are discussed by Henrik Nilsson, head of business development at...

        OTC derivatives trading volumes continue their extraordinary growth across asset classes. The escal...

  • The Structured Credit Interview

      • Observing the cycles

        Jamie Stuttard, head of structured credit at Schroders, answers SCI's questions

        Jamie Stuttard Q: When, how and why did your firm become invol...

  • Job Swaps

      • Morgan Stanley reorganises

        The latest company and people moves

        Morgan Stanley reorganises Morgan Stanley has reorganised its global fixed income trading business...

  • News Round-up

      • Bond insurance stress test updated

        A round up of this week's structured credit news

        Bond insurance stress test updated S&P has updated the results of its bond insurance stress te...

  • Research Notes

      • Trading ideas: food, fertilizer and funds

        John Hunt, senior research analyst at Credit Derivatives Research, looks at a negative basis trade r...

        Cargill's new five-year issue is still trading cheap to CDS-implied value, and we recommend a negat...

      • The 'unrealised factor' and CDS pricing

        CDS cumulative loss rates are discussed by Glenn Schultz and John McElravey, senior analysts at Wach...

        We have argued that prices in the ABX and CDS markets often imply cumulative loss rates that are si...


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