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...
-
- CDO
-
News
- CLOs
-
CLO spreads stable as distressed appetite emerges
Trading in the structured finance secondary markets got off to a positive start on both sides of the...
-
- Indices
-
Two-month low for counterparty risk
Counterparty risk fell to a two-month low last week as US and European governments' various faciliti...
-
- Ratings
-
Growing risks addressed in European deals
Fitch is developing two new criteria reports in response to growing risks within many European struc...
-
- Trading
-
Mortgage credit trades recommended
US securitisation research analysts at Barclays Capital have identified four trades that they believ...
-
- CLOs
-
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...
-
- Investors
-
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...
-
- CDS
![]() ![]() ![]() ![]() ![]() |