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Engineering and construction: diversification leads to deepening debt
6 years ago
In trying to build a more global roster of clients, some construction companies may have dug a hole for themselves -
Nightmares on credit street
7 years ago
Rising leverage, creeping warfs and weakening covenants. If that isn’t enough to keep credit investors awake, liquidity is a ticking time bomb -
Coal mining: In a hole and still digging
9 years ago
Some coal prices have fallen by almost two-thirds in the past three years – and for heavily-indebted coal mining companies the outlook is black -
Residential mortgages: Servicers feel regulatory chill
9 years ago
Intervention by regulators and a lack of new assets is freezing growth among US distressed mortgage servicers -
February fund returns
11 years ago
February fund returns -
Call protection: investors lock up their loans
11 years ago
As bond investors have moved into the loan market, borrowers have had to offer them more bond-like features. But will call protection be eroded as demand for loans increases? -
Taking the CVA route to valuing CLNs
11 years ago
Credit-linked notes can’t be said to have risk-free collateral any more. Dmitry Pugachevsky suggests pricing them using techniques developed for bank counterparty risk -
Counterparty risk and funding: putting things together
12 years ago
Stéphane Crépey proposes an integrated mathematical approach to the related pricing, hedging/collateralisation and funding issues of CVA -
Stress testing your cocos
12 years ago
Joao Garcia and Nicola Pede look at how to value cocos and argue that the valuation model should cater for related equities and CDS being stressed by a systemic event -
Recent euro CLOs trade out of trouble
13 years ago
Some 2007 European CLOs have shaken off their difficult start and, with the help of active trading strategies, have performed strongly in the past six months -
Credit hedge funds deliver the goods
13 years ago
Long-only credit funds have made stellar returns in the past 18 months, but credit hedge funds have delivered better Sharpe ratios -
CIFC: We can work it out
13 years ago
CIFC has reaped the rewards of detailed credit research and of managing assets that go into default through a dedicated work-out specialist -
Assenagon: the basis hunter
14 years ago
Negative basis used to be an easy trade. But now Munich-based credit manager Assenagon must hunt high and low for these elusive opportunities. -
Viewpoint - Buy inefficiency
14 years ago
Hildene Capital’s Brett Jefferson and John Scannell explain the merits and perils of trups CDOs -
Alcentra: the boutique with a big backer
14 years ago
Once seen as a loan specialist, Alcentra now has backing from BNY Mellon and ambitions to be a major player across the global high yield market -
So, where’s the firesale?
16 years ago
Strategies for keeping the SIV wind-down orderly -
New investors board the Asian CDO train
16 years ago
The Asian region can account for up to half of the distribution from European and US-originated -
Special report: Single-tranche trades drive soaring synthetic volumes
21 years ago
Special report: Single-tranche trades drive soaring synthetic volumes
18 results found Showing page 1 of 1
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