Issue 89 - May 21st
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Data
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CDR Liquid Index data as at 19 May 2008
Source: Credit Derivatives Research
Index Values Value Week Ago CD...
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News
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Low-levered returns
Credit hedge fund consolidation overplayed
Talk of consolidation among credit hedge funds has been overdone, according to some investors. Inst...
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Microfinance momentum
Africa and Asia to benefit from new CLO
Standard Chartered and the IFC will close a microfinance CLO within the next couple of weeks. Backed...
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Funding needs
Icelandic CDOs raise questions over ECB collateral criteria
Icelandic bank Glitnir launched and retained two euro-denominated CDOs last week. That t...
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Performance enhancement
Synthetic CDO restructurings gather pace
The recent rally in the CDS market has given synthetic CDO investors the opportunity to restructure...
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Job Swaps
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CDO trio leaves RBS
The latest company and people moves
CDO trio leaves RBS Vincent Dahinden, Roberto Silvotti and Matteo Mazzocchi have left RBS. Dahinde...
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News Round-up
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CPDO review sparked by alleged mis-rating
A round-up of this week's structured credit news
CPDO review sparked by alleged mis-ratingMoody's is undertaking a review of its ratings...
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Research Notes
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Should structured products be rated differently?
The proposed separation of structured finance ratings from corporate bond ratings is discussed by Ra...
G7 Finance Ministers and central bankers issued a statement on 11 April recommending - among other...
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Trading idea: services and a smile
Dave Klein, senior research analyst at Credit Derivatives Research, looks at a capital structure arb...
Credit and equity risk are undeniably linked because the risk of debt holders not receiving their c...
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