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CLO triple-C buckets: key variations in terms and performance
Mark Froeba, director at PF2 Securities Evaluations, finds that triple-C bucket variations pose a si...
Even before last autumn, when the financial crisis spread to the wider economy, there was much specu...
Research Notes 9 September 2009 -
New office for data provider in New York
Lewtan Technologies, a provider of ABS surveillance data, analytics, software and content for the gl...
Job Swaps 9 September 2009 -
Markit opens in the subcontinent
Markit has opened an office in India through the acquisition of Seagal Financial Securities, a speci...
Job Swaps 9 September 2009 -
Financial advisory JV initiated
Pricing Partners is teaming up with ESTER S.A.S. to provide consulting services and financial adviso...
Job Swaps 9 September 2009 -
Fair value disclosure exposure draft issued
The FASB has issued an exposure draft (ED) of a proposed accounting standards update intended to imp...
News Round-up 2 September 2009 -
SCI '09 New York initial line-up announced
The initial line up of panellists for SCI '09, the third annual Structured Credit Investor conferenc...
News Round-up 2 September 2009 -
Valuation question
Pricing still causing investor concern
Despite improving market conditions, structured credit investors continue to report serious valuatio...
News Analysis 2 September 2009 -
Enhancements made to surveillance tool
S&P has released Version 2.18 of its ABSXchange platform (see also SCI issue 148). New enhan...
News Round-up 2 September 2009 -
Basel releases accounting recommendations
The Basel Committee on Banking Supervision has released a set of high-level guiding principles to as...
News Round-up 2 September 2009 -
Real money leads CLO bid
Based on public BWIC data, structured credit analysts at JPMorgan estimate that approximately US$6bn...
News 2 September 2009 -
Vendors form valuation partnership
Pricing Partners and ActiveEon have formed a partnership that is aimed at improving the Pri...
Job Swaps 2 September 2009 -
Euro ABS buybacks to optimise funding profiles
Fitch says the increased numbers of European banks and other originators making tender offers to buy...
News Round-up 2 September 2009 -
Extension risk rising
Views diverge over non-agency RMBS fundamental value
Slowing prepayment rates are raising the spectre of extension risk in the US non-agency RMBS market....
News Analysis 19 August 2009 -
TALF extended
But news fails to reverse weakening trend in secondary CMBS
The US Federal Reserve and Treasury's decision to extend TALF for newly-issued CMBS to June 2010 was...
News Analysis 19 August 2009 -
Permacap profits from new investment policy
Carador has announced that, as of 31 July, the unaudited net asset values per share were €...
Job Swaps 19 August 2009 -
Derivatives solutions practice launched
Navigant Consulting has launched a new structured products and derivatives solutions (SPDS) practice...
Job Swaps 19 August 2009