Issue 92 - June 11th
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News
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Moving up
Portfolio switches gain popularity
As rumours intensify about whether S&P and Moody's will tighten their corporate CDO methodologi...
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Dynamic leverage harnessed
Note offers exposure to local and external EM sovereign debt
Citi has launched a five-year emerging markets dynamic leverage note that provides the manager &...
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Advantage Europe
But secondary CLO supply still an issue
Secondary CLO paper continues to be regarded as one of the best long-term buying opportunities arou...
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Storms on the horizon?
Hurricane season set to bring reinsurance CDS volatility
CDS on certain insurance and reinsurance companies with exposure to Atlantic hurricane risk are set...
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Job Swaps
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Credit hedge fund to launch
The latest company and people moves
Credit hedge fund to launch Loïc Fery, former global head of credit markets and CDOs at Calyon, is...
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News Round-up
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Monolines hit ...
A round-up of this week's structured credit news
Monolines hit ... The monoline sector was last week battered by negative rating agency action once...
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Research Notes
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Monoline downgrades: what do they mean for bank capital requirements?
The pros and cons of higher capital requirements versus lower monoline write-downs are discussed by ...
Moody's placed MBIA and Ambac's Aaa insurance financial strength on review for downgrade on 4 June,...
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Trading ideas: supplied carry
Byron Douglass, senior research analyst at Credit Derivatives Research, looks at a pairs trade on TE...
As we trudge through the slowdown of the economy, the utility sector should remain buoyant. However...
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