Mezzanine and subordinated tranches are now representing a much larger percentage of total CDO BWIC...

US CLO spreads generally held firm during the week ending 26 February in the face of continued volat...

European ABS market activity in the week to 2 March

The European ABS market has remained quiet over the past week as investors continue to play a waitin...

Rishad Ahluwalia, executive director at JPMorgan, finds that while some narrowing of the CLO basis i...

This week we focus on the global CLO basis, or the pricing relationship between US and European CLOs...

Trepp is to acquire Foresight Analytics. Foresight Analytics provides real estate analysis for comme...

US HPA consensus emerging

Both ABX and subprime cash triple-As have been trading in a narrow 1-2 point range since mid-January...

Bank Trups CDO demand wanes as defaults escalate

Defaults and deferrals in US bank Trups CDOs are escalating rapidly, with the cumulative combined de...

UK RMBS master trusts exhibited weak CPR rates in January, averaging just 14.5% compared to 20.2% in...

Calypso Technology has named Masood Jabbar to its board of directors. He is the fifth independent di...

S&P's valuation & risk strategies group has launched an analytics platform on the we...

MBNA UK credit card trusts bolstered

In a move that is being seen as a major positive for the programmes, given recent higher charge-offs...

European secondary CLO market activity in the week to 16 February

Although news surrounding the Greece bail-out continues to slow the European secondary CLO market, t...

ABS mezz stays firm amid secondary widening

European mezzanine ABS spreads held up over the last week, amid a general widening led by concerns o...

Markit has launched the iBoxx USD Leveraged Loan Index (Markit LLI). The index is designed to serve...

Axa Investment Management's permanent capital vehicle, Volta Finance, recorded a 30.1% mark-to-marke...

Barclays Capital has reclassified £8.03bn of CLO assets wrapped by non-investment grade rat...