Comparisons become clearer as more deals price

With two transactions currently being priced and two more new deals from Citi alone expected in the...

A round up of this week's structured credit news

UK fund to bring CDPC Hedge fund London Diversified Fund Management (LDFM) is to sponsor and manag...

A round up of this week's structured credit news

Soaring investor interest in microfinanceS&P has released a special publication – Microfinance:...

Default swaps and implied write-downs key talking points at Barcelona

CDS was a dominant theme in the CDO panels at this week's Global ABS conference in Barcelona, thank...

Recent deals fuel suspicions over the drivers for some CDOs

Structured credit investors on both sides of the Atlantic are reporting increasing concern over the...

The latest company and people moves

Mayflower announces investment partnership Mayflower Finance has announced a significant investmen...

A round up of this week's structured credit news

Portfolio CDS trading platform launchesQ-WIXX, an electronic platform for trading large portfolios...

Innovative CDO-squared launched with mitigated high sub-prime exposure

Arranger Lehman Brothers is currently marketing Securitized Product of Restructured Collateral Limit...

The latest company and people moves

Deutsche makes credit trading hiresNick Pappas has joined Deutsche Bank as head of investment grade...

The latest company and people moves

Morgan Stanley adds to loans Robert Lepone, head of European distressed and leveraged credit tradi...

New CDO could be the beginning of a trend

Lehman Brothers and Bankinter have begun marketing Castellana Finance, the debut Spanish synthetic...

A two part guide to valuing bespoke and non-standard tranches by Richard Huddart and Domenico Picone...

When pricing a CDO tranche, default correlation is, of course, a key input. Whilst the expected los...

Municipal CDO issuance expected to become a more regular event

The US$2tr municipal securities market is attracting increasing attention from structured credit in...

A round up of this week's structured credit news

Natixis brings DPINatixis and BNP Paribas Asset Management have launched a first series of DPI note...

The latest company and people moves

Bearelly heads to ZaisSridhar Bearelly, global head of CDO syndication at Lehman Brothers is unders...

A round up of this week's structured credit news

Moody's warns on ABS CDO tranche correlation Increasing overlap in the securities underlying ABS C...