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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 -
SCI Start the Week - 7 October
A look at the major activity in structured finance over the past seven days
PipelineMany deals joined the pipeline last week only to price soon afterwards. By the end of Friday...
News 7 October 2013 -
US shutdown slows Euro CMBS
The European CMBS secondary market has been dominated by talk this week, with trading activity easin...
Market Reports 4 October 2013 -
RMBS BWIC supply picks back up
US non-agency RMBS secondary market activity was solid yesterday, with US$556m of bonds offered on b...
Market Reports 3 October 2013 -
CLO equity economics concern investors
Market participants do not believe risk retention rules should apply to CLOs and responses to JPMorg...
News Round-up 2 October 2013 -
CMBS starts week with steady session
US CMBS BWIC volumes remained steady yesterday as spreads generally widened. Over US$200m was out fo...
Market Reports 1 October 2013 -
Pair of CDOs on the block
An auction has been slated for Longport Funding II on 21 October. The trustee shall sell the collate...
News Round-up 1 October 2013 -
SCI Start the Week - 30 September
A look at the major activity in structured finance over the past seven days
PipelineThe number of deals joining the pipeline slowed a little last week, although there was still...
News 30 September 2013 -
CDO pricing service launched
Thomson Reuters has launched a new evaluated CDO pricing service, covering ABS CDOs, CRE CDOs and Tr...
News Round-up 27 September 2013 -
Euro ABS, RMBS markets 'calm'
The European ABS and RMBS markets continue to exhibit healthy if unspectacular levels of activity. P...
Market Reports 27 September 2013 -
Master stroke?
Aussie regulator considers master trust merits
Speculation is growing that the Australian Prudential Regulation Authority (APRA) might allow securi...
News Analysis 27 September 2013 -
Vintage variety for CLO session
Paper from 2006 and 2007 dominated US CLO secondary trading yesterday. Bonds from deals issued as re...
Market Reports 26 September 2013 -
Resolutions required
CMBS debt forgiveness set to increase ahead of maturity wall
As US commercial real estate liquidity has improved and prices have increased over the past year, CM...
News Analysis 26 September 2013 -
US supply sees sharp up-tick
US secondary market activity has picked up significantly across the board, with SCI's PriceABS archi...
Market Reports 25 September 2013 -
RMBS prices to follow ratings upwards
US RMBS rating upgrades picked up steam in the second half of 2012, boosting the prices of the affec...
News 24 September 2013 -
NAIC scenario update discussed
The NAIC is proposing to update its macroeconomic assumptions that it will use when valuing non-agen...
News Round-up 24 September 2013