Latest index figures show further decline

Both gross and net monthly returns for November 2007 in the Palomar Structured Credit Hedge Fund (SC...

A round up of this week's structured credit news

ABX roll postponedAs predicted in SCI issue 61, the ABX.HE index roll has been postponed for three...

The latest company and people moves

Credit head hired Joachim Erhardt, formerly head of credit structuring for West LB in London, has...

Dynamic CDO valuation model mooted

The standard copula-based CDO valuation model has been shown, over the last six months, to have sig...

The fundamentals of risk assessment are discussed by Jane Klemmer, risk management consultant and fo...

Much has been written over the past few months about the unravelling of the sub-prime mortgage mark...

A round up of this week's structured credit news

Manager replacements begin The first termination of a manager following a CDO event of default has...

The latest company and people moves

Mizuho reduces US CDO businessMizuho Securities Group has cut the headcount of its New York-based s...

Exit opportunities for distressed junior positions

A wide range of potential value exists in CDO CDS contracts, depending on transaction specifics and...

A round up of this week's structured credit news

Moody's extends SIV review Moody's has extended its review period for SIVs due to the receipt of n...

Rate freeze could come unstuck by its voluntary nature

US Treasury Secretary Paulson's proposal to freeze interest rates on certain sub-prime mortgages ha...

Municipal investors could complicate SIV restructurings

M-LEC appears to be becoming increasingly irrelevant, with most European SIV sponsors preferring to...

Concern mounts about potential asset overhang

The triggering of events of default (EODs) in ABS CDOs continues apace. As the third liquidation of...

The latest company and people moves

EM manager launches Marketing is underway for a new asset manager that will specialise in emerging...

A round up of this week's structured credit news

Moody's completes SIV capital note reviewMoody's has confirmed, downgraded or placed on review for...

The latest company and people moves

Citadel buys E-Trade's ABS...In a US$2.5bn transaction led by affiliates of Citadel Investment Grou...

Second SCI annual compensation survey shows negative expectations

Respondents to SCI's 2007 compensation survey paint a bleak picture. Nearly all of the more than 30...