Weekly Issue Archive »

Issue 133 - April 22nd

• News Analysis

  • RMBS

    • Guaranteed success?

      UK budget puts RMBS on the agenda

      A government guarantee for UK RMBS was formally announced in today's budget by Chancellor Alistair D...

  • Investors

    • Structural realignment

      Credit hedge funds progress with meeting investor requirements

      Credit hedge funds have made significant progress in better aligning themselves with investor needs,...

  • LCDS

    • New strategy

      Latest LCDX roll to provide viable CLO hedging tool?

      The Markit LCDX rolled into series 12 last week with a number of changes in place that are expected...

  • Ratings

    • Rating the raters

      CRA reform efforts continue apace

      Efforts to implement appropriate credit rating agency (CRA) reform continue apace on both sides of t...

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• News

  • CMBS

    • Singapore CMBS rated, another refinanced

      The first publicly-rated CMBS this year from Singapore is being marketed to investors. The S$520m Wi...

  • Distressed assets

    • IMF revises write-down estimates to US$4.1trn

      The IMF warns in its semiannual Global Financial Stability Report (GFSR) that the challenges to rest...

  • Documentation

    • CDS guarantee deliverability questioned

      The market has historically struggled with the focus of CDS contracts on downstream guarantees that...

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• Provider Profile

  • Distressed assets

    • Understanding the fundamentals

      Mark Hale, Paul Levy, Charles Pardue and Malcolm Perry of The Prytania Group answer SCI's questions

      Q: How and when did The Prytania Group become involved in the structured credit market? Malcolm Per...

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• Job Swaps

  • • Boutique adds four for trading group

      The latest company and people moves

      Maxim Group has appointed four fixed income veterans to bolster its structured credit sales &...

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• News Round-up

  • • Japanese CDS CCP under consideration

      A round up of this week's structured credit news

      Tokyo Financial Exchange (TFX) has released the results of its study on establishing a CCP for OTC d...

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• Research Notes

  • Trading

    • Modelling default risk in government-guaranteed bonds

      Sandrine Ungari and Julien Turc, quantitative strategists at SG, find that government-guaranteed bon...

      In October last year, governments rolled out bailout plans for banks, including measures to help the...

  • • Trading ideas: tight tech

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

      We continue to find opportunities in the tech sector this week. CA Inc's CDS now trades at levels no...

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