-
CSO restructuring: what are my options?
The pros and cons of CSO restructurings are discussed by John Schofield of RBS' structured credit st...
'Fallen angels' are quite common in static CSO portfolios, due to the use of ratings arbitrage at is...
Research Notes 2 July 2008 -
Pamplona hires Bear staff to run new fund
The latest company and people moves
Pamplona hires Bear staff to run new fundPamplona Capital Management has hired a number of ex-Bear S...
Job Swaps 25 June 2008 -
Worsening case?
Monoline credit event speculation increases
The worst-case scenario in the monoline saga - where the market value of underlying assets...
News 25 June 2008 -
Arranger switch
'Pricing issues' spur arranger change on Korean deal
ING has replaced Merrill Lynch as international arranger on Value Master 2008-1, following alleged p...
News 25 June 2008 -
Structured credit head appointed
The latest company and people moves
Structured credit head appointed Benjamin Jacquard has joined BNP Paribas as global head of structu...
Job Swaps 18 June 2008 -
Monolines hit ...
A round-up of this week's structured credit news
Monolines hit ... The monoline sector was last week battered by negative rating agency action once...
News Round-up 11 June 2008 -
Moving up
Portfolio switches gain popularity
As rumours intensify about whether S&P and Moody's will tighten their corporate CDO methodologi...
News 11 June 2008 -
Credit hedge fund to launch
The latest company and people moves
Credit hedge fund to launch Loïc Fery, former global head of credit markets and CDOs at Calyon, is...
Job Swaps 11 June 2008 -
Fitch junks CIFG
A round-up of this week's structured credit news
Fitch junks CIFG Fitch has lowered the insurer financial strength (IFS) ratings of C...
News Round-up 4 June 2008 -
King moves to the buy-side
The latest company and people moves
King moves to the buy-side Citadel Investment Group has appointed Bill King as a senior md and hea...
Job Swaps 4 June 2008 -
Shopped out
More managers to drop Fitch rating as regulators crack down on ratings shopping?
A number of CSO managers are likely to follow BlackRock's move in seeking to drop Fitch ratings from...
News 4 June 2008 -
The Cannes report
Cautious optimism for recovery, but rating agencies to take a back seat
Attendees at the Global ABS conference in Cannes this week were cautiously optimistic about the fut...
Talking Point 4 June 2008 -
SIV asset/liability profiles reviewed
A round-up of this week's structured credit news
SIV asset/liability profiles reviewed S&P has reviewed the asset allocations an...
News Round-up 28 May 2008 -
CDO business reorganised ...
The latest company and people moves
CDO business reorganised ...Credit Suisse is reorganising its CDO business as part of wider organis...
Job Swaps 28 May 2008 -
Risk and reward
First-loss fund to capitalise on increased risk premiums
Prytania Investment Advisors has launched a new open-ended fund designed to generate high risk-adju...
News 28 May 2008 -
Syndicated returns
Donald Uderitz, chairman and chief investment officer of Vanquish Capital Group, answers SCI's quest...
Donald Uderitz Q: When, how and why did your fir...
The Structured Credit Interview 28 May 2008