Issue 74 - February 6th
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Data
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CDR Liquid Index data as at 4 February 2008
Source: Credit Derivatives Research
Index Values ...
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News
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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...
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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...
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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...
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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...
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Talking Point
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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...
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Job Swaps
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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...
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News Round-up
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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...
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Research Notes
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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...
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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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