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Issue 79 - March 12th

  • Data

  • News

      • Super-senior sales

        Implied correlation offers entry point for broader range of investors

        Implied correlation finally began to decrease last week. The move appears to be providing a wider r...

      • Margin maelstrom?

        Lender tightening exacerbates vicious circle for funds

        Another high-profile leveraged ABS fund, Carlyle Capital Corp, last week failed to meet margin call...

      • Parallel parked

        Europe sees first MV CLO restructuring

        Deutsche Bank has priced what is thought to be the first restructuring of a European market value C...

      • Auto index mulled

        Implications for issuers and investors emerge

        The creation of a CDS index referencing US auto loan ABS is under discussion by Markit and the deal...

      • Structured credit hedge funds edge down

        Latest index figures show another drop, albeit with some deceleration

        Both gross and net monthly returns for January 2008 in the Palomar Structured Credit Hedge Fund (SC...

  • The Structured Credit Interview

      • Stressed emphasis

        Bruno de Pampelonne, ceo of Tikehau Investment Management, answers SCI's questions

        Bruno de Pampelonne Q: When, how and why did your firm become...

  • Job Swaps

      • Structured fund team joins CAI

        The latest company and people moves

        Structured fund team joins CAI Rajesh Kumar and his portfolio management team from HSPI have joine...

  • News Round-up

      • CIFG downgraded ...

        A round up of this week's structured credit news

        CIFG downgraded ...Fitch and Moody's have downgraded the insurer financial strength rating of CIFG...

  • Research Notes

      • The SIV asset overhang in context

        The continued threat of SIV asset sales is discussed by Conor O'Toole and Ganesh Rajendra, research ...

        Despite significant headway being made on SIV restructurings, we see a continued threat of SIV asse...

      • Trading ideas: flat out

        Tim Backshall, chief credit derivatives strategist at Credit Derivatives Research, looks at a steepe...

        The last few days have seen enormous volatility in the major credit indices as index arbitrageurs a...


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