Issue 133 - April 22nd
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News Analysis
- RMBS
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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...
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- Investors
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Structural realignment
Credit hedge funds progress with meeting investor requirements
Credit hedge funds have made significant progress in better aligning themselves with investor needs,...
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- LCDS
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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...
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- Ratings
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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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- RMBS
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News
- CMBS
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Singapore CMBS rated, another refinanced
The first publicly-rated CMBS this year from Singapore is being marketed to investors. The S$520m Wi...
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- Distressed assets
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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...
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- Documentation
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CDS guarantee deliverability questioned
The market has historically struggled with the focus of CDS contracts on downstream guarantees that...
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- CMBS
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Provider Profile
- Distressed assets
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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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- Distressed assets
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Job Swaps
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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
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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
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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...
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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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- Trading
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