Weekly Issue Archive »

Issue 73 - January 30th

  • Data

  • News

      • Counterparty considerations

        Second round of write-downs threaten

        Counterparty risk is becoming an increasingly important consideration for the credit derivatives ma...

      • Help or hindrance?

        Volatile structured credit numbers to continue as accounting standards take effect

        FAS 157 and IFRS 7 have played a vital role in helping analysts better understand the market impact...

      • Equity returns

        Intrinsic value of discounted loans may be understated

        Valuing CLO equity on a 'return-to-worst' basis ignores the possibility that performing loans bough...

      • Bailout blues

        Monoline capital raising continues as rescue plan is delayed

        Rating action continues in the monoline sector as guarantors scramble to put capital raising altern...

  • Talking Point

      • Liquidity matters

        Sustaining liquid markets in a credit crunch environment is discussed by Mark Beeston, president of ...

        The challenges faced by the structured credit market in 2008 are varied, but many come back to basi...

  • Job Swaps

  • News Round-up

      • Further ABX losses implied

        A round up of this week's structured credit news

        Further ABX losses implied Averages derived from current Markit ABX index prices imply that the ma...

  • Research Notes

      • Trading ideas: rotten yields

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

        No matter how you shake it, twist it or turn it, we are in the midst of the worst housing market si...


Print this issue Click here to access this issue in print format

×