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Issue 134 - April 29th

  • News Analysis

    • ABS

      • Hot property

        Investors move along the curve as ABS spreads race in

        Tightening spreads in US consumer ABS are forcing a number of accounts to move along the curve in or...

    • Emerging Markets

      • Primed for growth

        Recovery fund to target emerging market exposures

        Emerging markets look set to fuel the next stage of global growth and the latest recovery fund is ex...

    • Regulation

      • Countercyclical capital

        Moves are afoot to address ratings migration within Basel 2

        The eight-notch downgrade of Zions Bancorp last week sparked concern about the potential incompatibi...

  • News

  • Job Swaps

      • Negative basis fund launched

        The latest company and people moves

        Assenagon has launched a UCITS III fund - dubbed Assenagon Credit Basis - whose...

  • News Round-up

  • Research Notes

    • CDS

      • Charting a course through the CDS Big Bang

        Damiano Brigo, md of the quantitative team of Fitch Solutions in London, warns that the proposed sta...

        Barclays, Goldman Sachs, JPMorgan and Markit (BGJM) (2009), seconded by ISDA, have recently proposed...

    • Trading

      • Trading ideas: house party

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

        We consider a trade on KB Home (KBH), a name with CDS trading at levels not seen since July 2007. KB...


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