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Higher recovery rates driving SF CDO liquidations
Moody's has examined data relating to the amount and timing of liquidation proceed distributions, as...
News Round-up 6 October 2010 -
Investor caution remains in recovering market
Morrison & Foerster partners Peter Green and Jeremy Jennings-Mares discussed at a seminar th...
Talking Point 29 September 2010 -
Review shows limited use of CDO buckets
A new report published by S&P indicates that most US collateral managers have not fully util...
News Round-up 29 September 2010 -
Updated criteria for hybrid CDOs
S&P has updated its assumptions for rating global CDOs backed by Trups, surplus notes and ot...
News Round-up 29 September 2010 -
CDO name-changes announced
A couple of CDO managers have announced changes to the names of some of their deals. The Carlyle G...
News Round-up 29 September 2010 -
New criteria hits US Trups CDOs
Following the implementation of updated surveillance criteria, Fitch has taken rating actions on 86...
News Round-up 22 September 2010 -
Trups CDO investor options analysed
In light of the current market debate about whether investors should take up discounted redemption o...
News 22 September 2010 -
CIBC comments on Lehman CDO suit
CIBC has published a comment on a lawsuit filed on behalf of Lehman Brothers with respect to a CDO t...
Job Swaps 22 September 2010 -
Updated cashflow CDO criteria explained
Fitch has updated its global rating criteria for cashflow analysis of new and existing CDOs. The met...
News Round-up 22 September 2010 -
CRE CDO delinquencies resume climb
Delinquencies for US CRE CDOs resumed their climb in August, rising slightly to 12.1%, from 11.9% in...
News Round-up 22 September 2010 -
Buyback to improve CRE CDO's par value ratios
Fortress Investment Group is set to buy back another €6m of the class A notes from Duncann...
News Round-up 22 September 2010 -
Roll-down driving tranche performance
Implied and realised volatility, as well as credit spreads, ground tighter over the summer following...
News Round-up 22 September 2010 -
GSI fined over Abacus reporting obligations
The UK FSA has fined Goldman Sachs International (GSI) £17.5m for breaching FSA Principles....
Job Swaps 15 September 2010 -
Advisory practice names CRE md
Michael Zanolli has joined Alvarez & Marsal Real Estate Advisory Services as md. Working acr...
Job Swaps 15 September 2010 -
Retention risk
Article 122a leaves investors in quandary
The window for commenting on Article 122a of the Capital Requirements Directive (CRD) is closing qui...
News Analysis 15 September 2010 -
Emerging opportunities
David Hinman, cio, and Raymond Zucaro, managing principal at SW Asset Management, answer SCI's quest...
Q: How and when did your company become involved in structured finance? DH: We were involved in str...
The Structured Credit Interview 15 September 2010