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Higher recovery rates driving SF CDO liquidations
Moody's has examined data relating to the amount and timing of liquidation proceed distributions, as...
News Round-up 6 October 2010 -
Liquidation and supply to drive CLOs forward
The secondary US CLO market has been extremely active over the past week, with mezzanine paper attra...
Market Reports 29 September 2010 -
'Peripheral' Euro ABS attracts more interest
There has been a positive continuation of activity in the European ABS market over the past week, wi...
Market Reports 29 September 2010 -
Premium concerns
Should seasoned ABS deals be priced differently?
The fact that some US auto loan ABS paper is currently trading at premium dollar prices has sparked...
News Analysis 22 September 2010 -
Servicing slow-down
GMAC episode heightens concern over foreclosure glut
Ally Financial has denied that GMAC Mortgage instituted a moratorium on all residential foreclosures...
News Analysis 22 September 2010 -
Partnership expands risk solutions access
Numerix has partnered with Softek Computer Services to offer integrated pricing and risk solutions w...
News Round-up 22 September 2010 -
CMBS quality score mooted
Investors in US RMBS and consumer ABS typically cite a pool's average FICO score as a succinct measu...
News 22 September 2010 -
'Less pessimism' reported among CLO investors
JPMorgan's latest CLO investor survey reveals that the majority of clients are less pessimistic abou...
News 22 September 2010 -
Expanded coverage for liquidity metrics
Markit is to provide liquidity metrics and composite liquidity scores for leveraged loans and Europe...
News Round-up 22 September 2010 -
GSO CLO joins queue on strong market
Bank of America Merrill Lynch is marketing a US$400m CLO for GSO Capital Partners. The transaction j...
News Round-up 22 September 2010 -
Roll-down driving tranche performance
Implied and realised volatility, as well as credit spreads, ground tighter over the summer following...
News Round-up 22 September 2010 -
Agreement to bring enhanced RMBS analytics
CoreLogic has entered into agreement with Intex Solutions and Vichara Technologies to integrate Core...
Job Swaps 22 September 2010 -
Investor caution for US student loan deals
The US ABS market has seen a surge in issuance over the past week. However, student loan deals are c...
Market Reports 22 September 2010 -
Strong showing for TALF ABS
ABS analysts at JPMorgan have highlighted a large TALF ABS bid list amongst last week's otherwise li...
News Round-up 15 September 2010 -
Senior NextStudent notes still outstanding
Moody's has downgraded to single-C 23 classes of senior notes from NextStudent Master Trust 1. The o...
News Round-up 15 September 2010 -
New name and focus for QWIL
A Queen's Walk Investment Limited extraordinary general meeting convened today (15 September) has ap...
Job Swaps 15 September 2010