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  • Euro CLO triple-C assets drop, defaults rise

    S&P's European CLO performance index report for July shows that all four of its CLO cohorts...

    News Round-up    23 September 2009
  • Permacap reports

    Permacap Carador has reported that, as at the close of business on 28 August 2009, the unaudited net...

    Job Swaps    23 September 2009
  • Equity injections for market value CLOs

    Two market value CLOs - the Avoca Credit Opportunities and OHA Finlandia Credit Fund deals...

    News Round-up    16 September 2009
  • Vendor adds CLO coverage

    CDO Software has expanded its coverage into the CLO market and signed up Pearl Diver Capital. The in...

    News Round-up    16 September 2009
  • Continued spread tightening expected for CLOs

    Structured credit analysts at JPMorgan expect US CLOs to benefit from the solid gains made in credit...

    News    16 September 2009
  • Analytics platform expands asset coverage

    The ABSXchange structured finance analytics platform has been upgraded with a complete cashflow mode...

    News Round-up    16 September 2009
  • Barclays completes bumper Euro CLO

    Moody's has assigned a triple-A rating to €4.6bn of notes issued by Setter Capital CLO. Th...

    News Round-up    16 September 2009
  • CDO EOD surveillance methodology updated

    S&P has updated its surveillance methodology for cashflow and hybrid CDO transactions. The m...

    News Round-up    9 September 2009
  • CLO triple-C buckets: key variations in terms and performance

    Mark Froeba, director at PF2 Securities Evaluations, finds that triple-C bucket variations pose a si...

    Even before last autumn, when the financial crisis spread to the wider economy, there was much specu...

    Research Notes    9 September 2009
  • German CLOs face rising delinquencies

    Corporate delinquency and default rates for German balance sheet CLO transactions have risen notably...

    News Round-up    9 September 2009
  • Stable performance outlooks for Asia Pacific

    Fitch reports that the majority of rating outlooks are stable for structured finance (SF) tranches w...

    News Round-up    9 September 2009
  • Manager change for Ivory CDO

    Lyxor Asset Management has taken on collateral management duties for Ivory CDO - a deal or...

    Job Swaps    9 September 2009
  • Motivation shift

    Repo-driven CLO issuance drops as banks refocus priorities

    The once-popular funding method whereby banks structured balance sheet CLOs and CDOs to repo with th...

    News Analysis    2 September 2009
  • Valuation question

    Pricing still causing investor concern

    Despite improving market conditions, structured credit investors continue to report serious valuatio...

    News Analysis    2 September 2009
  • Enhancements made to surveillance tool

    S&P has released Version 2.18 of its ABSXchange platform (see also SCI issue 148). New enhan...

    News Round-up    2 September 2009
  • Real money leads CLO bid

    Based on public BWIC data, structured credit analysts at JPMorgan estimate that approximately US$6bn...

    News    2 September 2009