Issue 32 - March 28th
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Rumour has it...
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Role reversal
The world's turned upside down
At the 2007 Credit Markets Symposium hosted by the Federal Reserve Bank of Richmond, Charlotte, Nort...
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Data
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CDR Liquid Index data as at 26 March 2007
Source: Credit Derivatives Research
Index Values &...
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News
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A difference of opinion
Buy- and sell-side divided over Eurex futures
The world's first credit derivatives futures launched yesterday amid some controversy. Sell- and bu...
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Standard and Poor's releases CPDO model
Flexibility is the word going forward
S&P has publicly released its modelling tool and quantitative framework for static index-based...
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CDO of ABS sub-prime exposure assessed
Double-A tranches more vulnerable than triple-Bs
A new report by Citigroup's European quantitative credit strategy and analysis group suggests that i...
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Sputnik launches
First rated CDO of CIS corporates comes to market
Deutsche Bank, in conjunction with VTB Bank Austria and VTB Bank (Moscow), has closed Sputnik CDO I...
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Provider Profile
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"It's a moving target"
Algorithmics is the subject of this week's Provider Profile
Algorithmics has been providing the market with risk management systems for almost 18 years, consta...
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Job Swaps
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Fuhrmann to join Lehman
The latest company and people moves
Fuhrmann to join Lehman Lehman Brothers is understood to have hired Dorothee Fuhrmann to head up s...
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News Round-up
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Citi and Fortis bring Botticelli
A round up of this week's structured credit news
Citi and Fortis bring BotticelliCiti and Fortis Investments have launched a managed equity programm...
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Research Notes
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The sell-off, CDS, and the credit cycle
Tim Backshall, chief credit derivatives strategist at Credit Derivatives Research, discusses the fou...
There are four major themes that have enabled funding costs (the cost of corporate borrowing) to fa...
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