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Asia to outperform
Basel 2 to drive growth in structured credit
The domestic structured credit markets in some Asian countries have remained resilient to the credi...
News 5 March 2008 -
Liquidation sale
ABX illiquidity underlined
The liquidation of the Peloton ABS Fund last week renewed concerns over the growing illiquidity in...
News 5 March 2008 -
Stop-loss in sight?
Concern grows over structured credit unwind
As the investment grade CDS indices continue to widen in the absence of any new adverse credit info...
News 5 March 2008 -
CFoFO for Natixis
Hedge fund pool-backed deal begins marketing
Natixis is marketing a small but unusual collateralised fund obligation. The €46.7m Syracuse Fundin...
News 27 February 2008 -
Manager alpha
Rising defaults to kick-start CDO manager tiering
As the level of defaults continues to rise, the viability of CDO managers and their ability to outp...
News 27 February 2008 -
Action taken on 23 SIVs ...
A round up of this week's structured credit news
Action taken on 23 SIVs ...S&P has assigned one new senior SIV rating, lowered four senior and...
News Round-up 27 February 2008 -
Manager hires CDO head
The latest company and people moves
Manager hires CDO head Michael Herzig, formerly head of CDO distribution in the US for Deutsche Ba...
Job Swaps 27 February 2008 -
Secondary market stalls
European catch-22 spreads
The catch-22 situation that characterised the European primary securitisation market coming into Ja...
News 20 February 2008 -
CS revelation and suspensions rekindle fears
The latest company and people moves
CS revelation and suspensions rekindle fears On Tuesday Credit Suisse revealed a 58% increase in w...
Job Swaps 20 February 2008 -
An application of CDS-implied ratings to synthetic CDOs
How Moody's CDS-implied ratings for corporate reference names, together with an analytic CDO ratings...
CDS have revolutionised credit investing and risk management. According to the Bank for Internation...
Research Notes 20 February 2008 -
Confidence boost
Data transparency and standardisation is discussed by Marco Angheben, director at the European Secur...
Clearly the securitisation market is set to change. The European Securitisation Forum's (ESF) 2008...
Talking Point 13 February 2008 -
Changing of the guard
Pressure to strengthen rating operations steps up a gear
S&P and DBRS followed hot on the heels of Moody's last week when they announced proposals for s...
News 13 February 2008 -
Flipping the bid?
Technicals could be overtaking fundamentals as market driver
As the main CDS indices continued to hit new wides over the past week, speculation has intensified...
News 13 February 2008 -
SCA downgraded
A round up of this week's structured credit news
SCA downgraded Moody's has downgraded to A3 the insurance financial strength ratings of the operat...
News Round-up 13 February 2008 -
New CDPC in the works
The latest company and people moves
New CDPC in the worksDeerfield Capital Management has spun off the CDPC it had been working on sinc...
Job Swaps 13 February 2008 -
Bank forms new credit group
The latest company and people moves
Bank forms new credit groupThe asset management business of Credit Suisse is understood to be setti...
Job Swaps 6 February 2008