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Russia CDS auction deliverables list takes shape after sanctions licence
1 year ago
Russian Federation bonds cleared by Euroclear may be the only deliverable obligations to settle sovereign CDS contracts referencing the country, the Emea Determinations Committee has said, although it is also considering Clearstream listed bonds as it moves forward with preparations for a credit event auction -
Russia triggers failure-to-pay credit event
1 year ago
The Russian Federation has triggered a failure-to-pay credit event on sovereign bonds, the Credit Derivatives Determinations Committee has ruled – marking an historic moment that caps off a long run of deliberations on the country’s international debt since it invaded Ukraine on 24 February -
Russia default claims resurface to shorten timeline to possible credit event
1 year ago
Russia is back in the spotlight amid renewed sovereign debt default claims, with the Credit Derivatives Determinations Committee asked once again to rule whether the country has triggered a failure-to-pay credit event -
Pacific Gas & Electric CDS set for high recovery as initial obligations trade above 74
5 years ago
Pacific Gas and Electric Company CDS look set for a high recovery, despite a long list of obligations being selected as deliverables into the credit event auction for the defaulted borrower, since eligible bonds are all quoted in the mid-70s or 80s -
Putting low rates under a microscope
9 years ago
Cho-Hoi Hui suggests using a double square-root process with a non-linear drift term to capture recent near-zero interest rates more accurately when pricing corporate bonds -
Allied Capital cuts debt, but still faces $840 million in 2009
14 years ago
Allied Capital announced yesterday that it completed restructuring its privately placed notes and revolving facility. -
CDO sells off distressed CDO assets
15 years ago
Structured Asset Investor's Sagittarius CDO I, which has suffered an event of default, will see further assets liquidated through a 10-CDO bid list due today -
Putnam Advisory CDO of ABS to liquidate following event of default
16 years ago
New York, March 13, 2008 -- Moody's Investors Service announced today that -
New York manager prices high grade ABS CDO
16 years ago
New York manager prices high grade ABS CDO -
BofA prices CDO of ABS
16 years ago
BofA prices CDO of ABS -
High grade ABS CDO prices for Collineo
16 years ago
High grade ABS CDO prices for Collineo -
Bank of America prices CDO of ABS for repeat manager
16 years ago
Bank of America prices CDO of ABS for repeat manager -
Mezzanine ABS CDO tranche equals wide pricing record
16 years ago
Deutsche Bank has priced a new mezzanine ABS CDO for Smith Breeden Associates, the North Carolina-based manager -
Koch prices high grade CDO
16 years ago
Koch prices high grade CDO
14 results found Showing page 1 of 1
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