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Volatility weighs on hedge fund performance
Aggregate hedge fund performance was negative at -0.35% in July, the industry's fourth down month of...
News Round-up 8 August 2014 -
Japanese credit quality correlations examined
Japanese structured finance credit performance and fundamentals have generally remained stable for t...
News Round-up 8 August 2014 -
RMBS 3.0 green paper released
SFIG has published the first edition of its RMBS 3.0 Green Paper series, a series of papers aimed at...
News Round-up 7 August 2014 -
Re-REMIC return?
Demand for round-lots driving re-REMIC up-tick
US re-REMIC volumes picked up considerably over the first half of the year and activity in the secto...
News Analysis 7 August 2014 -
Euro RMBS activity up sharply
It was a busy session for the European RMBS market yesterday as SCI's PriceABS data captured more th...
Market Reports 6 August 2014 -
APAC downgrade rate trends higher
Moody's reports that in 2013 the 12-month downgrade rate for its Asia-Pacific (ex-Japan) structured...
News Round-up 6 August 2014 -
Fed launches mortgage pilot
The New York Fed has launched a Mortgage Operations Counterparty (MOC) Pilot Program for counterpart...
News Round-up 6 August 2014 -
Accounting to drive tender activity
European securitisation analysts at Citi suggest that only securitisations that are consolidated on...
News 5 August 2014 -
RMBS buyouts eyed
Ocwen Financial disclosed in its Q2 EPS reporting that it plans to invest in RMBS buyouts for loans...
News Round-up 5 August 2014 -
Most trustees accept JPM settlement
Trustees for most of the deals covered by JPMorgan's recent settlement offer (SCI 29 July) have acce...
Job Swaps 5 August 2014 -
Credit benefits
Reach for yield outweighs macroeconomic concerns
The US credit markets enjoyed a positive first half, with some sectors seeing returns in the high si...
News Analysis 5 August 2014 -
Greek sovereign ceiling raised
Moody's has raised the maximum achievable rating for Greek structured finance transactions to Ba3 fr...
News Round-up 4 August 2014 -
Bank fined for mortgages 'hustle'
A US federal judge last week ordered Bank of America to pay US$1.27bn for Countrywide's role in the...
Job Swaps 4 August 2014 -
UK NC RMBS performance supported
Moody's expects improving macroeconomic drivers and credit conditions in the UK, combined with low d...
News Round-up 1 August 2014 -
PSBC breaks Chinese RMBS drought
Postal Savings Bank of China last week launched a CNY6.8bn RMBS, the first Chinese RMBS since 2007....
News Round-up 31 July 2014 -
Methodology guidelines finalised
Scope Ratings has finalised its methodology guidelines for rating and monitoring structured finance...
News Round-up 31 July 2014