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US RMBS put to the test
After an active and volatile first few days this week, the US non-agency RMBS is being tested today....
SCIWire 16 October 2014 -
More mezz Trups
A second mezzanine Trups CDO BWIC is now circulating for trade after today's FDIC auction at 11:00 N...
SCIWire 16 October 2014 -
Greek eligibility tested
Morgan Stanley European ABS analysts have applied the ECB's ABSPP criteria to the eight placed Greek...
News Round-up 16 October 2014 -
Divergent behaviour highlighted
Two recent European loan restructurings have demonstrated how the CLO vote can create strong one-way...
News Round-up 16 October 2014 -
Expected losses published
KBRA has published its expected losses for the 2005-2008 CMBS vintages using data from its monthly c...
News Round-up 16 October 2014 -
Large RMBS tranches DNT
US non-agency RMBS liquidity took a dip yesterday as a busy day of bid-lists yielded a high number o...
Market Reports 16 October 2014 -
Knock-on impact felt
European ABS, CLO and MBS secondary markets are continuing to feel some knock-on impact fro...
SCIWire 16 October 2014 -
Hefty CLO auction schedule
Despite a slew of yesterday's CLO BWICs showing as DNT or TRD and plenty more with no colour release...
SCIWire 16 October 2014 -
US CLOs get going
After a quiet start to the shortened week on-BWIC yesterday, the US CLO auction market gets going to...
SCIWire 15 October 2014 -
UKAR assets back new RMBS
JPMorgan is in the market with Slate No.1, a UK RMBS backed by a £2.38bn multi-originator p...
News Round-up 15 October 2014 -
SCI conference line-up revealed
Panellists have been announced for SCI's 7th Annual Securitisation Pricing, Investment & Ris...
News Round-up 15 October 2014 -
Choppy trading in Euro ABS/MBS
The European ABS/MBS markets are currently seeing mixed trading and a slowing of momentum. "Execut...
SCIWire 15 October 2014 -
Euro CLOs shift up
The European CLO BWIC pipeline shifts up a gear today with four lists already scheduled. There is a...
SCIWire 15 October 2014 -
Euro mezz CLOs fail to trade
A five line list of euro mezz CLOs due at 15:00 London failed to trade despite involving bonds in th...
SCIWire 14 October 2014 -
Call for clarity on single GSE MBS
SIFMA has sent a comment letter to the FHFA, following the agency's request for input on its propose...
News Round-up 14 October 2014 -
Lehman reserves revisited
A group of trustees comprising US Bank, Wilmington, Law Debenture and Deutsche Bank are said to be t...
News Round-up 14 October 2014