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Issue 75 - February 13th

  • Data

  • News

      • Flipping the bid?

        Technicals could be overtaking fundamentals as market driver

        As the main CDS indices continued to hit new wides over the past week, speculation has intensified...

      • CDPCs change tack

        Systemic exposure a concern

        Market circumstances have forced CDPCs to take a more opportunistic approach to debt funding. At th...

      • Performance problems

        Loan sell-off augurs down-turn

        Leveraged loans sold off dramatically this week on negative economic news and a number of market-va...

      • Changing of the guard

        Pressure to strengthen rating operations steps up a gear

        S&P and DBRS followed hot on the heels of Moody's last week when they announced proposals for s...

  • Talking Point

      • Confidence boost

        Data transparency and standardisation is discussed by Marco Angheben, director at the European Secur...

        Clearly the securitisation market is set to change. The European Securitisation Forum's (ESF) 2008...

  • Job Swaps

      • New CDPC in the works

        The latest company and people moves

        New CDPC in the worksDeerfield Capital Management has spun off the CDPC it had been working on sinc...

  • News Round-up

      • SCA downgraded

        A round up of this week's structured credit news

        SCA downgraded Moody's has downgraded to A3 the insurance financial strength ratings of the operat...

  • Research Notes

      • Hedging your returns - part 2

        In the second of this two-part series on FX risk in CLOs, hedging with portfolio/macro swaps and mul...

        Single portfolio cross-currency swap Instead of hedging each single loan with an asset-specific sw...

      • Trading ideas: stainless steel

        Dave Klein, senior research analyst at Credit Derivatives Research, looks at a capital structure arb...

        Credit and equity risk are unambiguously linked, as the risk of debt holders not receiving their cl...


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