Issue 129 - March 25th
-
News Analysis
- Correlation
-
Fit for purpose?
Bonus row raises questions over correlation model viability
The furore surrounding retention bonuses paid to AIG Financial Products staff has drawn attention to...
-
- Distressed assets
-
PPIP revealed
Initiative could cause more pain in the short term
Further details of the US Treasury's public-private investment programme (PPIP) received a wary welc...
-
- Investors
-
Expansion fever
Hedge funds look to future TALF changes
A number of hedge fund managers have already begun preparing for potential future changes in the TAL...
-
- Documentation
-
Close-out conundrum
Court action provides some clarity for derivatives documentation
The inability of the Lehman Brothers bankruptcy estate to access the value of in-the-money swaps in...
-
- Correlation
-
News
- Operations
-
First-round TALF requests in, collateral expanded
US$4.7bn worth of loans was requested during the 17-19 March TALF operation, the New York Fed has an...
-
- RMBS
-
Fed's MBS purchase power increased
In order to support the US Federal Reserve's announcement that it will employ "all available tools"...
-
- SIVs
-
SIV asset sale scheduled
Standard Chartered's SIV, Whistlejacket, has entered into restructuring and portfolio sale agreement...
-
- Operations
-
Talking Point
- Operations
-
Better economic paradigms
Stefan Wasilewski, ceo Contingent Capital Corporation, discusses a bridge to sustainable economic me...
RepriseIn two previous articles (see SCI issues 118 and 125) I suggested that Alan Greenspan was not...
-
- Operations
-
Job Swaps
-
-
Duo hired for distressed strategy
The latest company and people moves
Nim Sivakumaran and Sameer Dalamal are said to have joined Och Ziff's European structured credit tea...
-
-
-
News Round-up
-
-
Further significant risk reduction implied
A round up of this week's structured credit news
Analysts at Credit Derivatives Research note that the latest DTCC data, from the week ending 13 Marc...
-
-
-
Research Notes
- Trading
-
Trading ideas: black out
Byron Douglass, senior research analyst at Credit Derivatives Research, looks at an outright short o...
In addition to the obvious retailers, Black & Decker finds itself at the epicenter of a mass...
-
- Trading
![]() ![]() ![]() ![]() ![]() |