Issue 80 - March 19th
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Data
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CDR Liquid Index data as at 17 March 2008
Source: Credit Derivatives Research
Index Values ...
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News
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Base priced
Warehouse liquidations gather pace in Europe
Barclays Capital has priced Base CLO, the second European deal structured to manage an arranger's l...
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MFI pilot launched
Further improvements needed to bring sector into mainstream
S&P, in collaboration with the Inter-American Development Bank's Multilateral Investment Fund,...
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Increased engagement
Renewed focus on clearing and settlement
The credit derivatives industry appears to be coalescing around the importance of efficient settlem...
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Restructurings conclude
HSBC and Eaton Vance plans get underway
The last of the SIV restructurings are drawing to a close. HSBC's Asscher Finance is now awaiting t...
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Job Swaps
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Lehman cuts back research
The latest company and people moves
Lehman cuts back research Lehman Brothers has shut down its two-man European credit strategy team...
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News Round-up
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Frank's bill could spark ABX
A round up of this week's structured credit news
Frank's bill could spark ABXA proposed new home mortgage bill from US Senator Barney Frank – FHA Ho...
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Research Notes
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Sub-prime write-downs are likely past the halfway mark
The magnitude of sub-prime RMBS write-downs is discussed by Scott Bugie, credit analyst at S&P
The huge losses on write-downs of US sub-prime ABS have already earned 'sub-prime loans' a prominen...
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Trading ideas: prospective pricing gains
John Hunt, senior research analyst at Credit Derivatives Research, looks at a negative basis trade o...
Please refer to previous negative basis trade ideas for an explanation of the premises of this type...
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