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Spanish CDOs hit by sovereign downgrade
Fitch downgraded 10 classes of CDO notes and affirmed 14 last week, following its downgrade of Spain...
News Round-up 2 June 2010 -
BWIC trading stalls amid inventory rethink
A growing percentage of BWIC lists that are making the rounds lately are not trading, say investors....
News 2 June 2010 -
LSS note ratings raised
S&P has raised its ratings for 11 spread-trigger leveraged super senior (LSS) notes and remo...
News Round-up 2 June 2010 -
CDOROM v2.6 released
Moody's has released an updated version of its CDO modelling tool CDOROM. The new v2.6 includes upda...
News Round-up 2 June 2010 -
MAV II offers good risk/return
Structured credit strategists at Citi have found that the single-A rated Master Asset Vehicle II (MA...
News Round-up 26 May 2010 -
Trups tender offer improved, lawsuit launched
BankAtlantic Bancorp has extended the expiration time and increased the purchase price of its offer...
News Round-up 26 May 2010 -
SF performance improves in first quarter
European SF transaction performance improved slightly in Q110, despite difficult economic conditions...
News Round-up 26 May 2010 -
Nine SF CDOs liquidated
Moody's has downgraded the ratings of 13 tranches from nine US structured finance CDOs that have exp...
News Round-up 26 May 2010 -
US CDOs downgraded
S&P has lowered its ratings on 26 tranches from six US cashflow and hybrid CDO transactions...
News Round-up 26 May 2010 -
Japanese synthetics upgraded
S&P has raised its ratings on eight tranches relating to six Japanese synthetic CDO transact...
News Round-up 26 May 2010 -
Trups CDO default rates pass 13%
Default rates on US bank Trups CDOs eclipsed the 13% mark, with the addition of 11 new bank defaults...
News Round-up 19 May 2010 -
CDO managers sign sub-advisory pact
Pemba Credit Advisers has signed a sub-advisory agreement with Pramerica Fixed Income for five of it...
Job Swaps 19 May 2010 -
Limited fallout?
Plaintiffs to 'slipstream' behind SEC CDO probes
As the US SEC expands its complex securities probe on Wall Street, the regulator's publicly-confront...
News Analysis 19 May 2010 -
Zero recovery rate expected for bank Trups
S&P has published its revised assumptions for US bank trust preferred securities in Trups CD...
News Round-up 19 May 2010 -
Risk asset removal impacts CRE CDOs
The removal of credit risk assets by asset managers resulted in lower US CREL CDO delinquencies last...
News Round-up 19 May 2010 -
Muni CDO rating process reviewed
S&P says it is undertaking a review of the assumptions and methodologies it uses to assign r...
News Round-up 19 May 2010