Weekly Issue Archive »

Issue 481 - 25th March

  • News Analysis

    • RMBS

      • London calling

        GLA sets sights on RMBS

        The Greater London Authority (GLA) has announced its intention to invest in senior UK RMBS, signalling a move towards diversifying its investment outlook. The potential for further asset classes and other governmental authorities to follow this prece...

    • Structured Finance

      • Land of the few

        Marketplace ABS 'a long way away' for Europe

        Marketplace lending ABS is providing a new source of yield for investors - although, as a new and largely untested asset class, concerns remain. Activity in a number of jurisdictions is starting to grow, but securitisation is expected to re...

  • SCIWire

    • Secondary markets

      • Euro CLO stutter

        The rally in the European CLO secondary market looks to have stuttered a little over the past couple...

      • US CLOs come back

        The US CLO secondary market's recent return to form is gaining a firmer footing. "We're definitely...

      • Euro secondary steady

        Activity in the European securitisation secondary market is steady rather than spectacular at presen...

      • US CLO surge

        There is a surge in US CLO secondary supply today. Sellers appear to be looking to capitalise on t...

  • News

    • Structured Finance

      • SCI Start the Week - 21 March

        A look at the major activity in structured finance over the past seven days

        PipelineThe pipeline was dominated by auto-related ABS entrants last week. A couple of CMBS and RMBS a piece were also marketing, as well as an aircraft ABS and a marketplace lending ABS. The auto ABS comprise: US$300m Avis Budget Rental Car Fundin...

    • CMBS

      • CMBS TRS index introduced

        Markit and Trepp have launched a new total return swap index referencing US last cashflow triple-A rated CMBS bonds issued in the previous 12 months. Dubbed the Markit iBoxx Trepp CMBS TRS Index, the underlying index for the contract is the Markit iB...

    • RMBS

      • Modification behaviour gauged

        One in every three US mortgages liquidated today has been modified at least once, so deciphering whether a servicer will pursue an additional modification in lieu of liquidation can help determine the timing of RMBS cashflows and write-downs. In a ne...

  • Job Swaps

    • Structured Finance

      • Data heavyweights merge

        IHS and Markit have agreed to a US$13bn merger, combining their information, analytics and solutions...

    • CDO

      • CDO assignments affirmed

        Moody's has determined that the deemed assignment of the collateral management agreements for Altius...

    • CDS

      • CDS trading head replaced

        Basil Eggenschwyler is set to take over high yield cash bond and CDS trading for Credit Suisse. Egge...

    • Insurance-linked securities

      • Kane sells ILS business

        Artex Risk Solutions is set to acquire Kane's insurance management operations (KIM), with the deal e...

  • News Round-up

      • Auto deals driving ABCP

        A recent surge in outstanding ABCP has been driven by increased auto issuance, according to...

      • MPL-linked bond debuts

        Fintex Capital has issued what is believed to be the first marketplace lending-linked bond of its ki...

    • CDS

      • EM CDS volumes tumble

        Emerging market CDS trading volume declined by 35% in 4Q15 from the same time a year earlier, accord...

      • Pacific auction due

        The auction to settle the credit derivative trades for Pacific Exploration & Production Corp...

    • CMBS

      • CMBS portfolio offloaded

        American Capital has sold a US$64.9m portfolio of CMBS bonds to an undisclosed, unaffiliated group o...

      • GSEs auctioning bulk MSRs

        Fannie Mae and Freddie Mac have put a US$6.2bn bulk mortgage servicing rights portfolio up for aucti...


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