The market has reacted cautiously to yesterday's ABSPP update from the ECB. Peripheral RMBS has been...

Yesterday's triple-A US CLO BWICs saw the same result as the day before - 2.0 deals did no...

Average US CMBS loss severity measured 55.69% in September, up from 37.56% in August, according to T...

Fitch reports that the modified US$56.8m Colony IV A-note (securitised in JPMCC 2006-LDP9) has been...

Lack of ABSPP detail disappoints

The lack of detail in yesterday's ECB announcement is being seen as a reflection of the complexity o...

Yesterday saw spread volatility across peripheral secondary markets surrounding the ECB meeting, but...

The start of a new quarter has boosted activity in the US non-Agency secondary market with sellers,...

The attorneys for the Triaxx entities have withdrawn as intervenor-respondents in the US$8.5bn Count...

A quiet week in US Trups CDOs is set to be enlivened by the ninth FDIC auction today at 11:00 New Yo...

Yesterday's triple-A CLO BWICs either side of the Atlantic had mixed fortunes with 1.0 deals faring...

As in Europe, triple-A paper is central to the US CLO market today with three sizeable BWICs current...

KBC says it has collapsed the two remaining CDOs in its portfolio, freeing up €300m in cap...

The European CLO market should see a continuation of recent healthy levels of activity today, while...

After a quieter than average week last week US CMBS has been in similar mode this week so far, but t...

Improvement in Spain's macroeconomic environment is slowly feeding through to asset performance in R...

Continued demand for senior euro CLO paper was evidenced by the strong execution of a three line BWI...