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Issue 114 - November 26th

  • News

    • CDS

      • Standardisation boost

        Initiatives underway to improve CDS transparency

        As the industry waits to see which central counterparty platforms survive regulatory scrutiny, other...

      • Spread see-saw

        Investors position for EM CDS volatility

        Emerging market (EM) CDS spreads have witnessed a significant contraction over the past month. Howev...

    • Investors

      • Pushing on a string

        Political risk complicates ABS/CDO valuations even further

        Defining political risk and coming up with an appropriate premium for it is adding even more complex...

    • Monolines

      • Commutation acceleration

        Viability of monoline triple-A model questioned

        Monolines are expected to accelerate the rate at which CDS exposures are commuted, following the US...

  • Job Swaps

      • CDO pros set up advisory firm

        The latest company and people moves

        CDO pros set up advisory firmJim Kane and Brian Zeitlin, former members of JPMorgan's structured cre...

  • News Round-up

      • Fed set to fund securitisation

        A round up of this week's structured credit news

        Fed set to fund securitisationThe US Federal Reserve has announced two new initiatives that are expe...

  • Research Notes

    • CLOs

      • Redrawing the landscape

        Siobhan Pettit, head of structured credit strategy at RBS, summarises the outlook for European lever...

        The €400bn European leveraged loan landscape is being redrawn; loans are being transferred...

    • Trading

      • Trading ideas: disconnected pipes

        Dave Klein, senior research analyst at Credit Derivatives Research, looks at a capital structure arb...

        We have run out of synonyms for words like 'turmoil' and 'wrenching' when describing market performa...


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