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Issue 87 - May 7th

  • Data

  • News

      • Survival tactics

        CDO manager consolidation gathers pace

        The recent integration of Omicron Investment Management with Aurelius Capital highlights the diffic...

      • Pressure drop

        End in sight for restructured MV CLOs?

        Details of two newly-launched US cashflow CLOs have emerged, both of which are restructured market...

      • Building blocks

        Russian reform hints at CDS potential

        Given its burgeoning corporate bond market, credit derivatives have huge potential in Russia, yet C...

      • Bullish buys?

        Liquidity premiums create attractive opportunities

        Benchmark ABS triple-A spreads have rallied by around 100bp since the US Federal Reserve's unpreced...

      • Structured credit hedge fund fall slows

        March sees deceleration in decline, but nearly 70% of funds still negative

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

  • Job Swaps

      • BlueMountain hires Bryant

        The latest company and people moves

        BlueMountain hires Bryant BlueMountain Capital Management has hired Jay Bryant as an md in its inv...

  • News Round-up

      • BoE joins rating agency debate ...

        A round up of this week's structured credit news

        BoE joins rating agency debate ...The Bank of England has published its Financial Stability Report,...

  • Research Notes

      • Trading ideas: MFCI high yield basket III

        Byron Douglass, senior research analyst at Credit Derivatives Research, looks at a long/short trade ...

        As spreads continue to exhibit strong directional momentum that goes against our intuition, we like...


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