Securitisation
CPDOs: A volatility game
A triple-A rated structure that pays Libor plus 200bp. Who wouldn't be interested in such a product? Perhaps the sceptics warning against the 15 times leverage and the instrument's high exposure to volatility. Laurence Neville reports
Buying in bulk
Features
Deutsche Bank plans new credit derivatives company
Deutsche Bank and Axa Investment Managers are setting up NewLands Financial, a Bermuda-based company that will start offering credit derivative products in February next year.
Multi-strategy: the flexible alternative
multi-strategy roundtable
The tools investors use to price securitisations
Evaluating ABS
US managers set the pace in European CLO market
The burgeoning market for collateralised loan obligations in Europe has attracted the attention of large, established US managers, keen to get a piece of the action. So what effect is this influx of transatlantic thoroughbreds having on the European CLO…
Is da documentation working?
CDS on CDOs
Fitch responds to growth in derivatives by spinning off specialist agency
The new standalone entity, Derivative Fitch, will bring together the rating agency's global CDO and structured credit functions and is headed up by Kim Slawek
Learning from alternatives
Features
Out of the box
Data
Thailand bucks the asset-backed trend
Securitisation
In at the deep end
Taiwan CBOs
Time of life
Longevity risk
Finding the value of dust
family office luncheon club
Information gold mine
Correlation trading
CDOs reunited
Hybrid CDOs
A mutually exclusive proposition
Capital funding