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Issue 95 - July 2nd

  • News

      • New arrivals

        First-time investors enter credit opportunity fund space

        An influx of credit opportunity funds is providing a fresh investment source for existing investors...

      • Clarifying correlation

        Efforts underway to improve transparency

        The number of first-time investors entering the super-senior space is rising, but not everyone has a...

      • Further setbacks?

        GICs could pose new threat to monolines

        Shortfalls in GIC businesses could be the next episode to hit financial guarantors. Potential shortf...

      • Managers on their mettle

        Best execution gains in importance

        Amid the current market's shifting sands, CDO managers are under increasing pressure to perform as e...

  • Job Swaps

      • Correlation trader hired ...

        The latest company and people moves

        Correlation trader hired ...Barclays Capital has hired Alex Pointer. It is understood that he will t...

  • News Round-up

      • EODs top 200

        A round-up of this week's structured credit news

        EODs top 200The number of event of defaults (EODs) experienced by 2003-2007 vintage ABS CDOs has rea...

  • Research Notes

      • CSO restructuring: what are my options?

        The pros and cons of CSO restructurings are discussed by John Schofield of RBS' structured credit st...

        'Fallen angels' are quite common in static CSO portfolios, due to the use of ratings arbitrage at is...

      • Trading ideas: turning off the spigot

        Dave Klein, senior research analyst at Credit Derivatives Research, looks at a pairs trade on CDX.NA...

        We return to the CDX IG/CDX HY decompression trade. IG and HY compressed as spreads blew out over th...


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