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Enhancements made to valuations service
S&P Valuation and Risk Strategies has added a number of enhancements to its valuations offer...
News Round-up 28 July 2010 -
Risk system integrates CMBS deal library
The Kamakura Risk Manager (KRM) enterprise risk system now offers direct access to Trepp's CMBS deal...
News Round-up 28 July 2010 -
On a roll
Robust US CLO secondary market sparks activity across CDO sectors
Last week saw enthusiastic secondary market trading across a range of US CDO sectors. The activity f...
Market Reports 28 July 2010 -
Repressing recidivism
Latest HAMP figures show low redefault rates, but may not tell whole story
The recidivism rate for permanently modified HAMP loans has been published for the first time by the...
News Analysis 28 July 2010 -
Positive tone
European RMBS market eases past stress tests and moves tighter
The European RMBS secondary market has seen seasonally-typical thin volumes over the past week or so...
Market Reports 28 July 2010 -
Auction fears
NextStudent liquidation likely to come up short
The first-ever liquidation of a student loan ABS is due today, 21 July. However, holders of...
News Analysis 21 July 2010 -
BoE updates on ABS transparency initiative
The Bank of England has updated the market on its initiative to require greater information transpar...
News Round-up 21 July 2010 -
CDO auction details emerge
Details of the portfolios to be liquidated in next week's Ridgeway Court Funding I and Millstone IV...
News Round-up 21 July 2010 -
CWHEL trade touted
Odeon Capital Group has released a primer on the Countrywide Revolving Home Equity Loan Shelf (CWHEL...
News Round-up 21 July 2010 -
OTC standardisation, reporting consultations launched
CESR has launched two consultations on OTC derivatives and announced a public hearing on the consult...
News Round-up 21 July 2010 -
Permacap progresses with ABS purchase plan
Queen's Walk Investment Ltd (QWIL) reports in its interim management statement for the period from 3...
Job Swaps 21 July 2010 -
True sale
US RMBS market absorbs SIV bid lists
The central focus of the US RMBS market over last week was two bid lists from liquidating S...
Market Reports 21 July 2010 -
Property derivatives valuations service launched
Northern Trust has introduced a daily independent valuations service for complex OTC property deriva...
News Round-up 21 July 2010 -
Firming up
US ABS markets seeing uptick in activity and tightening spreads
The US consumer ABS secondary market saw something of a revival last week post the 4 July holiday, e...
Market Reports 14 July 2010 -
New evp for advisory arm
Kristofer Kraus has joined PIMCO's New York office as evp, where he will be responsible for new busi...
Job Swaps 14 July 2010 -
Loan weakness reflected in CLO prices
Babson Capital Management points out in its latest quarterly newsletter that - unlike in p...
News Round-up 14 July 2010