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Issue 119 - January 14th

  • News Analysis

    • CDO
      • Investment prospects

        Japan prepares for increased CDO issuance, while investors in Asia take a cautious view

        Japanese synthetic CDO issuance is predicted to rise in 2009, with the potential to return to levels...

    • Real Estate
      • Cramdown calamity

        Valuations and losses expected to worsen if bill is passed

        The US Congress last week introduced legislation to permit bankruptcy cramdowns, thereby enabling ju...

      • Liquidity regained?

        Plans to revitalise CMO trading get go-ahead

        Proposals aimed at breathing new life into the CMO sector have been given the green light by industr...

    • CDS
      • Positive beta

        Further pressure on sovereign CDS expected

        Italian five-year sovereign CDS and the Markit iTraxx Crossover index have been highly correlated fo...

  • News

  • The Structured Credit Interview

    • Investors
      • Seeking sustainable returns

        Indranil (Neil) Basu, managing partner of Pearl Diver Capital, answers SCI's questions

        Neil Basu Q: When did your company become involved in structure...

  • Job Swaps

      • UniCredit pair joins asset manager

        The latest company and people moves

        UniCredit pair joins asset manager Jochen Felsenheimer has joined independent European financial as...

  • News Round-up

      • US home price declines ease

        A round up of this week's structured credit news

        US home price declines ease LoanPerformance November HPI data shows cumulative home price declines...

  • Research Notes

    • CDS
      • Understanding basis for discount bonds - part 1

        In the first of this two-part series, Barclays Capital quantitative credit strategists Arup Ghosh, M...

        With the prevalence of significantly negative basis packages, the question of how best to measure an...

    • Trading
      • Trading ideas: housing boom?

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

        Homebuilder CDS rallied hard since mid-November and, amid market anticipation of government stimulus...

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