Issue 90 - May 28th
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Data
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CDR Liquid Index data as at 27 May 2008
Source: Credit Derivatives Research
Index Values Value ...
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News
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Fair value?
Proposals to relax MTM accounting split market
The Institute of International Finance (IIF) has called for a dialogue to consider clarification on...
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Risk and reward
First-loss fund to capitalise on increased risk premiums
Prytania Investment Advisors has launched a new open-ended fund designed to generate high risk-adju...
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CDS futures push
"Knee-jerk reaction" unlikely to succeed
Regulatory pressure to bolster exchange trading of CDS instruments appears to be growing. While inv...
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Good beginnings
MCDX gains traction and new trading strategies
Trading volumes on Markit's recently-launched MCDX index series 10 have picked up since...
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The Structured Credit Interview
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Syndicated returns
Donald Uderitz, chairman and chief investment officer of Vanquish Capital Group, answers SCI's quest...
Donald Uderitz Q: When, how and why did your fir...
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Job Swaps
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CDO business reorganised ...
The latest company and people moves
CDO business reorganised ...Credit Suisse is reorganising its CDO business as part of wider organis...
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News Round-up
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SIV asset/liability profiles reviewed
A round-up of this week's structured credit news
SIV asset/liability profiles reviewed S&P has reviewed the asset allocations an...
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Research Notes
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Summer trade winds
Structured credit trade recommendations for H208 are offered by Gregorios Venizelos and RBS' structu...
While we may be in the eye of the storm, namely between the financials' systemic shock and a broade...
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Trading idea: caught in headlights
Byron Douglass, senior research analyst at Credit Derivatives Research, looks at a pairs trade on De...
Finding relative value in high quality investment grade issuers can be difficult. This trade looks...
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