Securitisation
Every cloud's silver lining
WEATHER DERIVATIVES
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Profile
Patrick Brennan
NewFinance Capital's senior credit analyst in London explains the benefits of investing in credit via a fund of credit hedge funds
ABS market welcomes synthetic index launch
The new ABX indices are based on the sub-prime home equity sector
Securitisation market pulls together
Best Practice
Chinese banks launch securitisation schemes
China's securitisation market gets off the mark
New index taps into ABSs
New angles
Markit and CDS IndexCo launch synthetic ABS index
CDS IndexCo and Markit Group have teamed up to launch ABX.HE, a synthetic asset-backed securities (ABS) index of US home equity ABSs. The index will formally debut January 18.
Australia - High yield boosts growth
A landmark deal from Tabcorp in 2004 marked the emergence of the high-yield bond market in Australia, while the rebalancing of the UBS Composite Bond Index to include lower-rated credits is also fuelling growth, writes Alan McNee in this month's regional…
ABS to continue rapid ascent
European asset-backed securitisation volumes for 2005 are estimated to surpass 2004's figures by 10-15%
Dealing with default
Credit Derivatives
Chinese banks debut with renminbi securitisations
China Construction Bank (CCB) and China Development bank (CDB) have kicked off the first securitisation schemes by Chinese banks, with CCB issuing RMB3 billion ($373 million) worth of residential mortgage-backed securities (RMBS) and CDB issuing RMB4.18…
The future of forecasting
robert sanders
The evolution of Asian CDOs
Structured credit
Market graphic - Index volatility
Chart of the month
RiskNews
RiskNews
Home equity loan CDS surges
New angles
Positive engagement
Phillip Goldstein makes a habit, and a living, out of taking on corporate managers through his activist hedge funds at Bulldog Investors in the US. But has this activist bitten off more than he can chew by taking the Securities and Exchange Commission to…
Prime brokers - the real winners of hedge fund industry growth?
service provision: prime broking