Accounting amendment effects to be felt by cash and synthetic assets

The preliminary effects of amendments to the IAS 39 and IFRS 7 accounting rules (Reclassification of...

David Matson, md at IKB Fund Management, answers SCI's questions

David Matson Q: When, how and why did your firm become involved...

A round up of this week's structured credit news

Industry working group convenedThe European Commission has convened an industry working group to rev...

Migration to triple-C main worry for CLO managers, not defaults

Wholesale downgrades by rating agencies, whereby leveraged loan ratings are reduced to the triple-C...

Market value CLO restructurings signal further market deleveraging

The unprecedented fall in leveraged loan pricing has triggered a second wave of pressure on market v...

The latest company and people moves

Credit analyst resurfaces Christopher Greener, former credit research analyst at Sociét&am...

A round up of this week's structured credit news

Credit stability incorporated in rating opinions S&P has confirmed that it is incorporating...

Bespoke project finance CLO finds investors

Lloyds TSB has launched a €125.9m self-managed synthetic CLO backed by public private part...

CLO managers face loan replacement quandary

Secondary loan prices have reached unprecedented lows in the past few weeks (circa 75% at time of wr...

A round up of this week's structured credit news

Lehman net funds transfer estimated The final price determined by the Lehman Brothers credit event...

Government interventions to have positive implications for CDOs

Government initiatives announced over the past week are widely expected to have a positive effect on...

Triple-A compression trades set to find favour

European CDS spreads have, in general, tightened on the back of the global bailout of the banking se...

Structures and complexity to suit remaining investor base

European CLOs are experiencing a shift in structure and complexity in order to meet the demand of in...

Distressed price ratio helps uncover relative value

The average flow leveraged loan bid has dropped to an all-time low of 79.88, according to S&...

Mahesh Bhimalingam and Eugene Regis, high yield strategists at Barclays Capital, expect defaults to ...

The limitations of macro approaches and the fact that we have only seen two defaults in Europe this...

The latest company and people moves

Firm hires for expansion and new fundsDuet, a London-based alternative asset management firm, has la...