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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