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  • Interest diversion cushions assessed

    Jamestown CLO IV is thought to have become the first post-crisis US CLO to fail its interest diversi...

    News    29 February 2016
  • Euro secondary flurry

    The European securitisation secondary market saw a flurry of activity on Friday. After declining v...

    SCIWire    29 February 2016
  • Supply and demand

    Capital relief trade pricing, liquidity discussed

    Demand for capital relief trades has outweighed supply in recent years, driving prices lower, accord...

    News Analysis    26 February 2016
  • Negative cash balance 'adds risk'

    Negative trade date cash balances in European CLO 2.0 transactions could increase, says Fitch. The r...

    News Round-up    26 February 2016
  • Mortgage movers

    Non-bank lenders reshaping UK RMBS

    Tough capital constraints are weighing on the incentive of large incumbent lenders to maintain a str...

    News Analysis    26 February 2016
  • Euro secondary slips

    Activity and pricing levels have slipped further in the European securitisation secondary market. ...

    SCIWire    26 February 2016
  • Euro CLO comeback?

    Increasing activity could be a sign of a return to form for the European CLO secondary market, but i...

    SCIWire    25 February 2016
  • Brexit implications weighed

    The UK will hold a referendum on 23 June to decide whether to stay within the EU. Uncertainty about...

    News    25 February 2016
  • Stabilisation sought

    CLO equity arb, risk retention remain challenging

    Signs of stabilisation in the US CLO market are emerging, after a volatile start to the year that br...

    News Analysis    25 February 2016
  • Euro ABS/MBS softens

    Weaker wider markets have softened the tone across the European ABS/MBS secondary market. Broader...

    SCIWire    25 February 2016
  • US CLO spike

    The US CLO secondary market is seeing a spike in activity today. "Today is busier as month-end com...

    SCIWire    24 February 2016
  • Drifting out

    High-beta spread dislocation continues

    As markets sell off and become increasingly volatile, European high-beta securitised paper has widen...

    News Analysis    24 February 2016
  • Maturity wave pay-offs projected

    Morningstar Credit Ratings projects that paying off US CMBS loans on time will become progressively...

    News Round-up    24 February 2016
  • Euro secondary mixed

    The European securitisation secondary market continues to experience mixed fortunes. "Liquidity re...

    SCIWire    24 February 2016
  • US CLOs steady

    The US CLO secondary market looks to have stabilised but remains fairly quiet. "It seems like thin...

    SCIWire    23 February 2016
  • Euro secondary starts slowly

    It was a slow start to the week for the European securitisation secondary market, but today looks li...

    SCIWire    23 February 2016