Credit markets
Under pressure
Interest rate swaps
Laying the foundations
Property derivatives
Steepeners:no great catch
Synthetic credit
Listos para una gran remodelación
TITULIZACIÓ
La vanguardia se mantiene firme
Risk espana rankings 2007
Reconstruyendo la gestion de prßstamos
Riesgo de crßdito
Stunned by subprime
CDOs of ABSs
Credit market ricochet
The run-up to the March roll of the iTraxx and Dow Jones CDX indexes saw an intense burst of trading activity as spreads widened sharply. Popular index trading strategies fell by the wayside, while new players such as CPDOs entered the market. How did…
Back on track
Editor's letter
Citi and Fortis launch managed equity programme
Citi has launched a managed equity programme in partnership with Fortis Investments, the Brussels-based investment manager. Called Botticelli, the programme comprises a variety of equity tranche-linked notes, each offering different risk-return…
Lehman and Pioneer complete managed CPDO
Lehman Brothers, with Dublin-based asset manager Pioneer Investments, has closed its first managed constant proportion debt obligation (CPDO), called Ulisse Capital.
Deutsche and VTB launch CIS corporate CDO
Deutsche Bank and VTB Bank Austria have launched a collateralised debt obligation (CDO) based on corporate debt from member countries of the Commonwealth of Independent States (CIS).
Channel Capital launches CDPC
London-based asset management company Channel Capital Advisors is preparing to launch a new credit derivatives product company (CDPC).
BIS: highest CDO issuance ever but slowed overall derivatives trading
Global issuance of funded collateralised debt obligations (CDOs) reached a record $489 billion in 2006, showing strong investor interest in structured products. Synthetic CDO issuance also surged last year, doubling to $450 billion from 2005 issuance…