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Compression continues for Euro CLOs
It has been a fairly eventful week for the European CLO market, with BWICs providing solid secondary...
Market Reports 18 October 2013 -
CLO pricing webinar scheduled
SCI, in association with Bloomberg Valuation Service (BVAL), is hosting a webinar on CLO pricing met...
News Round-up 18 October 2013 -
CMBS write-offs examined
Trepp has published an analysis examining how much written-off US CMBS bonds received on average in...
News Round-up 18 October 2013 -
ARM, subprime names circulating
US non-agency RMBS BWIC volume picked up yesterday to reach around US$560m, with a focus on ARM and...
Market Reports 17 October 2013 -
Indicative information released on bulk sale
Indicative information on geography, property type and outstanding loan balance has been disclosed b...
News Round-up 16 October 2013 -
EMC 3 to set precedent?
An event of default has been declared for Victoria Funding (EMC III), in what is believed to be the...
News 15 October 2013 -
Accounting change to hurt TBA liquidity?
A new rule amendment being considered by the FASB, if adopted, is set to change the accounting treat...
News Round-up 15 October 2013 -
Greek flavour to RMBS secondary
The periphery continues to outperform in secondary European RMBS. Among the bonds circulating on BWI...
Market Reports 15 October 2013 -
ABS CDO on the block
An auction has been scheduled to occur on 23 October for Birch Real Estate CDO I. The collateral wil...
News Round-up 14 October 2013 -
Second bulk CRE liquidation due
Further details have emerged on CWCapital Asset Management's liquidation of US commercial real estat...
News Round-up 14 October 2013 -
SCI Start the Week - 14 October
A look at the major activity in structured finance over the past seven days
Pipeline The number of deals joining the pipeline was fairly consistent last week. Three new ABS we...
News 14 October 2013 -
Record year for clean-up calls?
The number of US non-agency RMBS clean-up calls has doubled since the start of summer (SCI 4 June),...
News 11 October 2013 -
Tighter pricing expected for CAS
Structural differences between Fannie Mae's upcoming CAS 2013-C01 and Freddie Mac's STACR deal shoul...
News 10 October 2013 -
ABS activity accelerates post-conference
Yesterday's US ABS BWIC volume was almost double the previous session's, surpassing US$100m. SCI's P...
Market Reports 10 October 2013 -
CMBS spreads flat, supply up
Generic US CMBS spreads were unchanged yesterday. BWIC supply remained restricted due to IMN's ABS E...
Market Reports 9 October 2013 -
Customised stress-test options offered
Moody's Analytics has added customisation options to its Portfolio Analyzer (PA) suite of stress-tes...
News Round-up 8 October 2013