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Issue 116 - December 10th

  • News

    • CDO
      • Tough call

        Challenges lie ahead for the CSO sector

        CSO tranche prices already reflect future stressed credit performance, but uncertainty about the sev...

    • CDPCs
      • Consolidation costs

        Tranche CDPC equity valuations raised by Cournot sale

        Suggestions that Magnetar Capital paid Morgan Stanley double its initial stake for Cournot Financial...

    • CLOs
      • Looking at the small print

        Triple-C thresholds breached, but investment opportunities remain

        The size of the average triple-C bucket in CLO transactions has been rising steadily over the past f...

    • Investors
      • Negative territory

        Hedge fund index slips further

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

    • Structuring/Primary market
      • Filling time

        Portfolio optimisation and restructuring to surge as primary issuance remains unlikely

        The CLO market isn't set to regain meaningful momentum until the end of next year and CDOs are unlik...

  • Job Swaps

      • CDPC acquired by competitor

        The latest company and people moves

        CDPC acquired by competitor Quadrant Structured Products Company has acquired Cournot Financial Pro...

  • News Round-up

      • SEC approves new CRA measures ...

        A round up of this week's structured credit news

        SEC approves new CRA measures ... The SEC has approved a series of measures to increase transparenc...

  • Research Notes

    • Trading
      • Trading ideas: in the death grip

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

        Balance sheet liquidity has risen to the top of our concerns when looking at the strength or weaknes...

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