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Issue 101 - August 20th

  • News

      • Scratching the surface

        Refinancing call for structured credit-related ARS

        Recent broker settlements in the auction rate securities (ARS) market only scratch the surface of th...

      • Seeking sophistication

        New risk management techniques on the rise

        As the bulk of structured finance assets move from off-balance sheet structures onto bank balance sh...

      • Model replication

        ACA restructuring concept to appear elsewhere?

        Ongoing monoline rating actions over the summer months have reminded the market that restructurings...

      • Fair winds for Citi

        Innovative trade finance deal in the works

        Citi is marketing an unusual synthetic securitisation backed by trade finance receivables. The US$18...

      • SC HF Index returns revert

        June sees credit hedge fund performance decline

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

  • Job Swaps

  • News Round-up

      • CDS counterparty risk fears polled

        A round up of this week's structured credit news

        CDS counterparty risk fears polled More than three-quarters of the institutions participating in a...

  • Research Notes

      • Trading ideas: planes versus trains

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

        Both the equity and credit markets have rallied nicely over the past couple of weeks. Equities have...

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