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  • BBA paper sets out credit crunch lessons

    A round up of this week's structured credit news

    BBA paper sets out credit crunch lessonsA worldwide targeted review of financial regulation will he...

    News Round-up    10 October 2007
  • Bank expands securitisation unit

    The latest company and people moves

    Bank expands securitisation unit nabCapital, the institutional banking and capital markets divisio...

    Job Swaps    10 October 2007
  • Value participation

    Hans-Michael Schania, CDO management, Alex Tsymbal, US ABS and SIV management, and Alex Rothlin, ABS...

    Q: When, how and why did your firm become involved in the structured credit markets?A: Aurelius Cap...

    The Structured Credit Interview    10 October 2007
  • Taiwanese CBO hit by Westways downgrade

    A round up of this week's structured credit news

    Taiwanese CBO hit by Westways downgradeFitch Ratings has downgraded the ratings of the Class C bond...

    News Round-up    3 October 2007
  • Super-senior supply

    ABS exposure on offer via bespoke correlation trades

    A developing supply of ABS super-senior paper – a feature more commonly associated with the corpora...

    News    3 October 2007
  • Structured credit hedge funds continue slide

    Latest index figures show a further drop in returns, but not for all sub-strategies

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

    News    3 October 2007
  • What doesn't kill you makes you stronger

    The difference between the synthetic structured corporate credit market and the structured sub-prime...

    Bespoke synthetics Along with all markets using the acronym "CDO", bespoke synthetics have come un...

    Research Notes    26 September 2007
  • Downgrades hit market value CDOs

    Liquidation fears could be overstated

    Downgrades of three US market value CDOs have renewed fears that the market may be swamped by liqui...

    News    26 September 2007
  • Manager impairments to rise

    Investors urged to continuously vet their CDO managers

    The long-predicted shakeout among CDO managers has begun. An increasing number of manager impairmen...

    News    26 September 2007
  • Portfolio manager swap

    The latest company and people moves

    Portfolio manager swap Patrick Janssen has joined Prudential M&G as a portfolio manager for th...

    Job Swaps    26 September 2007
  • CRE CDO-squared closed

    A round up of this week's structured credit news

    CRE CDO-squared closed NIB Capital has closed Scute 2007-2, a US$1.3bn-equivalent CDO-squared back...

    News Round-up    26 September 2007
  • Fund adds five

    The latest company and people moves

    Fund adds five SPQR Capital the fund manager set up by three former members of Deutsche Bank's str...

    Job Swaps    19 September 2007
  • "People should distinguish more between assets"

    In this week's Provider Profile we talk to Morrison & Foerster about recent market volatilit...

    Recent market volatility has brought structured credit into the mainstream headlines for the first...

    Provider Profile    19 September 2007
  • Market risk re-evaluated

    Rating agencies set to explore ratings volatility

    The traditional disclaimer for rating agencies is that they are only concerned with credit risk. Bu...

    News    19 September 2007
  • Asian demand returns

    Issuance of sophisticated product expected through to 2008

    Concerns over contagion risk from the US sub-prime crisis caused the Asia Pacific structured credit...

    News    12 September 2007
  • Transparency rules

    Central banks to play crucial role in shaping market's recovery

    Investors and dealers are searching for new ways to restore confidence in the market. A renewed eff...

    News    12 September 2007