Issue 74 - February 6th
-
Data
-
-
CDR Liquid Index data as at 4 February 2008
Source: Credit Derivatives Research
Index Values ...
-
-
-
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...
-
-
 
Click here to access this issue in print format
Contact |