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Issue 96 - July 9th

  • News

      • On the rise

        Issuance prospects looking up for Japanese CDO market

        The Japanese CDO market looks to be shaping up for a better second half of the year than that of its...

      • Conservative capital

        CDPCs relatively immune to future ratings volatility

        The placement last week of Athilon on rating watch negative (see News Round-up) sparked concern abou...

      • Unlocking illiquidity

        Restructuring investment portfolios takes centre stage

        The restructuring of structured investment portfolios is set to play an important role in unlocking...

      • Shifting risk

        CDPCs expand remit while banks explore other risk-mitigation options

        As banks look to shore up their balance sheets over the coming months, a number of options are being...

      • Structured credit hedge funds inch up

        May sees first positive index returns for eight months

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

  • Talking Point

      • Weighing up CDO tranches using Omega functions

        The application of the Omega function to structured credit is discussed by Gene Yeboah, head of cred...

        Investing in structured credit products, especially collateralised debt obligation (CDO) tranches, c...

  • Job Swaps

  • News Round-up

      • Liffe to launch CDS contracts

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

        Liffe to launch CDS contractsLiffe is planning to launch CDS contracts on Bclear in Q408. The Liffe...

  • Research Notes

      • Unsurprisingly bearish

        The results of Fitch Ratings' June 2008 European Senior Credit Investor Survey are discussed by Rich...

        Fitch Ratings' European Senior Credit Investor Survey for June 2008 features 62 responses from the t...

      • Trading ideas: Horton here's askew (again)

        Tim Backshall, chief credit derivatives strategist at Credit Derivatives Research, looks at a pairs ...

        With spreads driving wider across much of the credit landscape, the builders credit has outperformed...


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