Weekly Issue Archive »

Issue 120 - January 21st

• News Analysis

  • Documentation

    • Contract quandaries

      Mod-R issue splits traders

      A proposal to drop modified-restructuring (Mod-R) as a credit event for single name CDS has divided...

  • Trading

    • Renewed hope?

      New investor base in sight as UK government announces fresh measures

      A series of measures announced by the UK government this week are being seen as a positive move for...

  • Regulation

    • New regime

      Basel 2 enhancements offer some positive potential

      The Basel Committee on Banking Supervision's proposed enhancements to Basel 2 (see News Round-up) wi...

  • Alternative assets

    • Setting the standard

      New Islamic issuance programme to take advantage of securitisation technology

      The launch of a new Sharia-compliant issuance programme that uses securitisation technology is set t...

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• News

  • CDPCs

    • CDPC run-off avoided by operating guideline change

      Athilon has implemented an amendment to its operating guidelines that will extend the cure periods f...

  • CLOs

    • Recovery fund closed

      Further details of Intermediate Capital Managers' cash arbitrage CLO Recovery Finance Funding 2008 &...

  • Correlation

    • Seven-notch downgrades likely as Moody's reviews CSOs

      Moody's has revised and updated certain key assumptions that it uses to rate and monitor corporate s...

  • Indices

    • Hedge fund index declines further

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

  • Operations

    • Repo collateral standards tightened

      The Governing Council of the European Central Bank has ruled that, as of 1 March, ABS that is to be...

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• The Structured Credit Interview

  • Investors

    • Transforming risk and return

      Jochen Felsenheimer, co-head of credit at Assenagon, answers SCI's questions

      Jochen Felsenheimer Q: When did your company become involved in structur...

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• Job Swaps

  • • Structured credit advisory team launched

      The latest company and people moves

      Structured credit advisory team launchedKensington Blake Capital has created a new financial service...

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• News Round-up

  • • UK bank bailout 'Mark 2' launched

      A round-up of this week's structured credit news

      UK bank bailout 'Mark 2' launched Three initiatives were put forward by the UK Treasury on Monday t...

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• Research Notes

  • CDS

    • Understanding basis for discount bonds - part 2

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

      How can BRD incorporate funding levels?For our analysis so far, we have assumed that the buyer of th...

  • Trading

    • Trading ideas: relative health

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

      The credit and equity markets disconnected significantly this year. Currently, most names have CDS t...

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