Weekly Issue Archive »

Issue 115 - December 3rd

  • News

    • CDS
      • Capturing the basis

        Dedicated funds prepped to lock in basis trade premiums

        The basis between CDS and cash bonds remains at its historically attractive levels, but the main cau...

    • CLOs
      • Balance sheets bolstered

        Barclays' US$20bn deal signals 2009 CDO issuance trends

        The CDO primary market is to be dominated by balance sheet CLOs next year as the asset class reverts...

      • New solution needed

        Pressure on SME CLOs as banks remain unwilling to lend

        The continued reluctance of banks to lend is weighing on SME CLO transactions as both refinancing ri...

    • Investors
      • Solid as a rock?

        Future of bank finance debated

        The decision by HM Treasury to wind down Northern Rock's RMBS programme, Granite (see last week's is...


  • Job Swaps

      • CDO specialists hired

        The latest company and people moves

        CDO specialists hired Morgan Joseph has expanded the firm's analytics and trading group that operat...


  • News Round-up

      • CDS liquidity scores introduced

        A round up of this week's structured credit news

        CDS liquidity scores introducedFitch Solutions has created new liquidity scores and percentile ranki...


  • Research Notes

    • Real Estate
      • TALF-abet soup and the new Fed bid for MBS

        Securitisation strategists at Barclays Capital view the US Treasury and Federal Reserve's new initia...

        At a minimum, the new US$500bn Fed backstop programme should act as a backstop bid for agency MBS. F...

    • Trading
      • Trading ideas: you can't beat the reality

        Byron Douglass, senior research analyst at Credit Derivatives Research, looks at an outright short o...

        Being a household name will not be enough to help companies such as Coca-Cola Enterprises make it th...



Print this issue Click here to access this issue in print format
×