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Issue 76 - February 20th

  • Data

  • News

      • Succession questioned

        Monoline division sparks credit definition concerns

        Suggestions that some monolines may split their businesses into separate municipal and structured f...

      • Mixed bag

        Some SIV restructurings could come unstuck

        Income note investors in HSBC's Cullinan Finance SIV last week formally accepted its exchange offer...

      • Secondary market stalls

        European catch-22 spreads

        The catch-22 situation that characterised the European primary securitisation market coming into Ja...

      • CLO doldrums

        Europe still becalmed, but US shows glimmer of potential

        The European CLO primary market remains paralysed, with no pricing activity since December – despit...

  • Talking Point

      • The devil in derivatives processing

        Full-cycle exposure management is discussed by Frank Reiss, director and head of derivatives product...

        The OTC derivatives market continues its meteoric surge. Bank for International Settlements statist...

  • The Structured Credit Interview

      • Income-driven alpha

        Mark Cernicky, enhanced credit portfolio manager at Aviva Capital Management Alternative Strategies,...

        Mark Cernicky Q: When, how and why did your firm become involv...

  • Job Swaps

  • News Round-up

      • Quebecor fixes

        A round up of this week's structured credit news

        Quebecor fixes Markit and Creditex, in partnership with 13 major credit derivative dealers, yester...

  • Research Notes

      • Trading ideas: investment allows recovery

        John Hunt, senior research analyst at Credit Derivatives Research, looks at a default-neutral basis ...

        Idearc's bonds are trading cheap to CDS-implied value, and we seek to take advantage of that throug...


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