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Issue 86 - April 30th

  • Data

  • News

      • Open for business

        Fitch releases refined CDO methodology

        Fitch has released its much-anticipated revised criteria for rating corporate CDOs (see SCI issues...

      • Opportunity knocks

        Muni volatility spells good news for new index

        An up-tick in trading activity and increased volatility in municipal bond spreads suggests that Mar...

      • Remittance relief?

        Mixed response to improvement in ABX credit performance

        With the rate of total delinquencies slowing materially across all Markit ABX indices for the secon...

      • Eyes wide shut

        Lessons to be learnt from write-down post-mortem

        Analysts are hailing the UBS shareholder report on its sub-prime related write-downs as a must-read...

  • Job Swaps

      • Babson hires technology cio

        The latest company and people moves

        Babson hires technology cioBabson Capital has appointed Praveen Kumar as chief information officer....

  • News Round-up

      • CDO recovery assumptions revised

        A round up of this week's structured credit news

        CDO recovery assumptions revisedS&P has revised its recovery-upon-default assumptions for CDO s...

  • Research Notes

      • TRUPs CDO update

        With TRUPs CDOs having been more negatively impacted than CLOs by the market's liquidity and risk re...

        Trust preferred (TRUP) CDOs are backed by what is essentially preferred stock, surplus notes, or su...

      • Trading ideas: boxed in

        Dave Klein, senior research analyst at Credit Derivatives Research, looks at a capital structure arb...

        Credit and equity risk are unambiguously linked, as the risk of debt holders not receiving their cl...


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