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Issue 74 - February 6th

  • Data


  • News

      • Government issue

        Japanese fiscal loan deal on the horizon

        Japan's Ministry of Finance is set to launch by end-February the first deal in what could be a ¥2tr...

      • Transition revamp

        Rating agency proposals catch market by surprise

        All three rating agencies this week came out with proposals to change aspects of their methodologie...

      • LatAm launch

        Synthetic balance sheet deal debuts

        ABN AMRO has closed an unusual US$850m synthetic balance sheet CLO dubbed Iguaçu. The deal could be...

      • Rates cut

        Sub-prime payment shock significantly reduced

        The significance to the structured credit market of the Federal Reserve's second rate cut in a row...


  • Talking Point

      • Far more than just a spreadsheet

        Enterprise analytic and trade-capture systems are discussed by Kevin McPartland, senior analyst at T...

        Question: Don't you think it is time financial market professionals stop treating Excel like a tact...


  • Job Swaps

      • Bank forms new credit group

        The latest company and people moves

        Bank forms new credit groupThe asset management business of Credit Suisse is understood to be setti...


  • News Round-up

      • Downgrade shock

        A round up of this week's structured credit news

        Downgrade shockS&P has placed on credit watch with negative implications or downgraded its rati...


  • Research Notes

      • Hedging your returns - part 1

        In the first of this two-part series on FX risk in CLOs, the benefits of acceleration and cancellati...

        A common practice in the European CLO market has been to partially collateralise the issued notes w...

      • Trading ideas: temple of doom

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

        After a spectacular rally and ultimately reaching a high of almost US$39, Temple-Inland's stock plu...



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