Issue 103 - September 10th
-
News
-
-
SIV-likes?
New SIV models under consideration
The reemergence of demand for ABCP - together with the success of Goldman Sachs' SIV restr...
-
-
-
REI Global planned
Lehman's spin-off sets example for problematic assets
Banks looking to divest themselves of problematic assets may look to Lehman Brothers for the latest...
-
-
-
Testing times
GSE conservatorship poses operational challenge for CDS market
CDS market practice faces its greatest test in the coming weeks as it settles more than US$1.4trn of...
-
-
-
Third time lucky?
Optimistic outlook for LevX roll as constituent change mulled
Traders are optimistic that the Markit iTraxx LevX Series 3 should see improved liquidity and an inc...
-
-
-
SC HF Index dips
July sees credit hedge fund performance decline further
Both gross and net monthly returns for July 2008 in the Palomar Structured Credit Hedge Fund (SC HF)...
-
-
-
The Structured Credit Interview
-
-
A differentiated approach
Paul Rivlin, joint ceo of Palatium Investment Management, answers SCI's questions
Paul Rivlin Q: When, how and why did your firm become involved...
-
-
-
Job Swaps
-
-
Trading head moves to buy-side
The latest company and people moves
Trading head moves to buy-side Olivier Morand-Duval has joined ICP Capital, a boutique investment f...
-
-
-
News Round-up
-
-
ABX.HE 05-2 to launch
A round up of this week's structured credit news
ABX.HE 05-2 to launch Markit says it plans to launch an ABX.HE 05-2 index on 2 October 2008. The in...
-
-
-
Research Notes
-
-
Trading ideas: bridge to safety
Byron Douglass, senior research analyst at Credit Derivatives Research, looks at an outright long on...
Retail same store sales (SSS) for August came out last week and JC Penney's decrease was in line wit...
-
-
![]() ![]() ![]() ![]() ![]() |