Issue 83 - April 9th
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Data
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CDR Liquid Index data as at 7 April 2008
Source: Credit Derivatives Research
Index Values &a...
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News
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Too short?
CDS margins revisited in wake of downside speculative bubble
Concerns that short-selling is damaging the fabric of the CDS markets are being ever-more widely vo...
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Emerging asset class
Local currency CDOs to benefit from credit crunch outperformance
Currency appreciation has, in general, outweighed the effects of spread widening on emerging market...
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Sticking with it
Viability of mezzanine SME CLO programmes questioned
Performance concerns have surrounded German mezzanine SME CLOs since before the credit crunch, but...
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KBC steps up
Unusual European synthetic arbitrage CDO launched
KBC Investments has closed an unusual self-led investment-grade synthetic arbitrage CDO. The €500m...
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Structured credit hedge fund index plummets
Latest figures driven by massive hit from single fund
Both gross and net monthly returns for February 2008 in the Palomar Structured Credit Hedge Fund (SC...
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Job Swaps
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SGCIB restructures
The latest company and people moves
SGCIB restructures Société Générale Corporate & Investment Banking is reorganising its global...
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News Round-up
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Tricadia preps CDPC
A round up of this week's structured credit news
Tricadia preps CDPC Moody's has assigned a provisional counterparty rating of Aaa to Harbor Road F...
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Research Notes
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When opportunity knocks, should you open the door or duck?
CLO relative value analysis using Great Depression-era stresses is discussed by JPMorgan's structure...
After the slowest two-month period since January and February of 2004, evolving CLO structures and...
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Trading ideas: name that tune
Dave Klein, senior research analyst at Credit Derivatives Research, looks at a capital structured ar...
Credit and equity risk are unambiguously linked, as the risk of debt holders not receiving their cl...
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