Weekly Issue Archive »

Issue 122 - February 4th

  • News Analysis

    • Trading

      • Tactical timing

        Viability of agency-broker model increases

        The buzz around secondary market ABS trading has continued since the start of the year and new real...

    • Correlation

      • The US$100bn question

        Picking the winners from the losers in distressed mezz tranches

        The distressed opportunity in mezzanine CSOs is believed to be worth several hundred billion dollars...

    • CDS

      • Avoiding landmines

        Profiting from the CDS index skew

        The CDS index skew is expected to remain negative (indices trading tighter to their single name CDS...

    • Investors

      • Changing tack

        Credit managers adapt in line with new market paradigm

        Credit asset managers are adapting - or are going to have to adapt - their inves...

  • News

  • Talking Point

    • CDS

      • Derivatives are a zero-sum game: true or false?

        Anu Munshi, partner at B&B Structured Finance, explains that it is necessary to look at the cash...

        Derivatives are bilateral contracts, so one party's loss is equal to its counterparty's gain and the...

  • Provider Profile

    • Technology

      • One-stop valuation shop

        David Pagliaro, EMEA commercial director, ABSXchange and Peter Jones, global head, Valuation Scenari...

        David Pagliaro Q: When did ABSXchange and VSS launch? What is the hist...

  • Job Swaps

  • News Round-up

      • Upside for FFELP student loan ABS

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

        Upside for FFELP student loan ABSStructured finance analysts at JPMorgan note that FFELP student loa...

  • Research Notes

    • CDS

      • More analysis on less CDS volume

        Tim Brunne, senior credit strategist at UniCredit, looks at how CDS volumes are beginning to reflect...

        Recent CDS volumes reflect the structural changes in the market. On 12 January Swedish firm TriOptim...

    • Trading

      • Trading ideas: trash compactor

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

        The credit-equity trampoline continues to bounce equity and CDS levels to different highs and unequa...


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