Weekly Issue Archive »

Issue 85 - April 23rd

  • Data

  • News

      • Secondary supply issues

        Demand is increasing but not yet met by supply

        Traders report an increased appetite for European CLOs in the secondary market, but the sector rema...

      • EOD litigation rises

        Advisor and investor responsibility questioned

        Around 150 CDOs are now believed to have breached their event of default (EOD) triggers. As liquida...

      • Looking up?

        Systemic risk diminishes, but spill-over effect is possible

        Dealers report that the European index markets have begun to show signs of settling down over the p...

      • Clearing house mooted

        Facility to ease CDS counterparty risk concerns

        Dealers have begun discussing plans to create a credit derivatives clearing house. The move will he...

  • Job Swaps

      • Tolk joins 3 Degrees

        The latest company and people moves

        Tolk joins 3 Degrees Jeffrey Tolk has joined 3 Degrees Asset Management as a principal. He will fo...

  • News Round-up

      • Market value criteria report issued

        A round up of this week's structured credit news

        Market value criteria report issuedFitch has issued an updated criteria report that discusses its a...

  • Research Notes

      • Reaping the benefit?

        European central bank policies, changes to Basel 2 and their impact on ABS CDS spreads are discussed...

        ABS CDS spreads began to stabilise at the end of last week, with the exception of the UK non-confor...

      • Trading ideas: fuzzy reception

        Byron Douglass, senior research analyst at Credit Derivatives Research, looks at a pairs trade on Co...

        With the market rallying on the back of some seriously disappointing numbers hitting the newswires...


Print this issue Click here to access this issue in print format

×