End in sight for restructured MV CLOs?

Details of two newly-launched US cashflow CLOs have emerged, both of which are restructured market...

Liquidity premiums create attractive opportunities

Benchmark ABS triple-A spreads have rallied by around 100bp since the US Federal Reserve's unpreced...

The latest company and people moves

BlueMountain hires Bryant BlueMountain Capital Management has hired Jay Bryant as an md in its inv...

A round up of this week's structured credit news

CDO recovery assumptions revisedS&P has revised its recovery-upon-default assumptions for CDO s...

Lessons to be learnt from write-down post-mortem

Analysts are hailing the UBS shareholder report on its sub-prime related write-downs as a must-read...

Systemic risk diminishes, but spill-over effect is possible

Dealers report that the European index markets have begun to show signs of settling down over the p...

Demand is increasing but not yet met by supply

Traders report an increased appetite for European CLOs in the secondary market, but the sector rema...

A round up of this week's structured credit news

PPP CLO launched NIBC Bank has closed a €1.1bn transaction dubbed Adriana Infrastructure CLO 2008-...

Simplicity is key for the market going forward

With the structured credit market currently experiencing some respite, attention has turned to what...

Viability of mezzanine SME CLO programmes questioned

Performance concerns have surrounded German mezzanine SME CLOs since before the credit crunch, but...

CLO relative value analysis using Great Depression-era stresses is discussed by JPMorgan's structure...

After the slowest two-month period since January and February of 2004, evolving CLO structures and...

A round up of this week's structured credit news

Managers debut in EuropeThe European CLO market last week saw two managers debut – European Capital...

The latest company and people moves

Monolines file suits XL Capital Assurance has filed its answer and counterclaims in the US Distric...

A round up of this week's structured credit news

EOD haircuts analysedEvents of default (EODs) among US ABS CDOs have been increasing in recent mont...

The different types of trades that can be implemented using the new LevX index are discussed by Mahe...

The introduction of the new LevX is a further evolution in the derivatisation of loan markets. Give...

A round up of this week's structured credit news

Frank's bill could spark ABXA proposed new home mortgage bill from US Senator Barney Frank – FHA Ho...