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  • 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
  • Re-thinking valuation

    In the first in a series of articles on structured credit valuations, R2 Financial Technologies ceo ...

    Pricing models for structured credit securities have often been overly simplistic, with many institu...

    Talking Point    7 July 2010
  • Short sale flurry

    More selling to hurt bank junior RMBS holdings

    The holders of subordinate or junior bonds - large banks for the most part - hav...

    News Analysis    7 July 2010
  • Slight return

    CLO BWIC trading up, but euro loans slowing

    CLO BWIC activity has seen some increase over the past week or so on both sides of the Atlantic, mos...

    Market Reports    7 July 2010
  • Pockets of activity

    European ABS and MBS seeing some trading, but still relatively quiet

    European ABS and MBS secondary markets are still seeing some pockets of activity, but overall remain...

    Market Reports    7 July 2010
  • Secret service

    Russel Parentela, md for BNY Mellon Structured Credit, answers SCI's questions

    Q: How and when did BNY Mellon become involved with Structured Credit Connection? A: Structured Cre...

    Provider Profile    7 July 2010
  • Platform to increase OTC derivatives transparency

    In response to the prospect of increased OTC derivatives regulation, Bloomberg is offering a new val...

    News Round-up    7 July 2010
  • CDOs land additional appraisal firm

    The indentures of Fortress Credit Funding III and IV have been amended to allow Deloitte Financial A...

    News Round-up    30 June 2010
  • RFC issued on enhanced fair value proposal

    IASB has published for public comment further enhancements to a disclosure proposal on Level 3 fair...

    News Round-up    30 June 2010
  • Still sidelined

    Low volumes and wider ABS/MBS spreads causing some pain

    Low trading levels and wide spreads continue to characterise the European ABS markets. Those involve...

    Market Reports    30 June 2010
  • Evaluated price offerings expanded

    Interactive Data has broadened its evaluated pricing offerings for clients. Enhancements include new...

    News Round-up    30 June 2010
  • Calling the shots

    Sponsors move to support their transactions

    RBS subsidiary Ulster Bank last week provided the European RMBS market with a welcome surprise when...

    News Analysis    23 June 2010
  • Summer slowdown

    Outside of CMBS, ABS market volumes take seasonal drop

    US ABS markets have shown a significant slowdown in the past few weeks as participants ease into the...

    Market Reports    23 June 2010
  • Holding off

    Thin secondary RMBS trading as new deal is delayed

    Activity in the European RMBS secondary markets has been quiet over the past week owing in part to t...

    Market Reports    23 June 2010
  • Large liquidation marked to trade

    In contrast to other bid lists making the rounds these days, the US$9.7bn liquidation from Axon Fina...

    News    23 June 2010
  • MBS basis 'on the rich side' of fair value

    Mortgages are cheap to the consumer and rich to the investor, compared to current 30-year market rat...

    News Round-up    23 June 2010